+209.8%
ETN vs AFRM
-28.4%
+238.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +3.6% | -4.4% | +8.0% | +4.1% |
| 30D | -13.4% | -7.7% | -5.7% | -12.8% |
| 3M | -21.9% | -16.9% | -5.0% | -20.7% |
| 6M | -12.8% | +2.5% | -15.3% | -13.4% |
| YTD | +12.1% | -12.5% | +24.6% | +12.2% |
| 1Y | +0.8% | -11.0% | +11.9% | +0.7% |
| 3Y | +64.5% | +184.6% | -120.1% | +44.1% |
| 5Y | +121.7% | -56.3% | +178.0% | +90.6% |
| All | +209.8% | -28.4% | +238.2% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling