+263.3%
ETN vs AFRM
-25.0%
+288.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.8% | -1.1% |
| 7D | +6.2% | -8.0% | +14.3% | +7.1% |
| 30D | -6.7% | -9.8% | +3.1% | -5.9% |
| 3M | +3.6% | +4.7% | -1.1% | +2.9% |
| 6M | +18.3% | +34.1% | -15.8% | +14.3% |
| YTD | +31.5% | -8.4% | +39.9% | +31.2% |
| 1Y | +20.6% | -22.9% | +43.5% | +21.9% |
| 3Y | +82.5% | +203.3% | -120.7% | +58.5% |
| 5Y | +177.8% | -26.0% | +203.8% | +138.8% |
| All | +263.3% | -25.0% | +288.3% | +210.2% |
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