+215.1%
ETN vs AFRM
-27.6%
+242.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | +10.1% | -5.5% | +15.6% | +10.7% |
| 30D | -15.9% | -15.5% | -0.4% | -14.6% |
| 3M | -21.7% | -10.3% | -11.4% | -21.1% |
| 6M | -10.1% | +0.6% | -10.7% | -10.6% |
| YTD | +14.0% | -11.5% | +25.6% | +14.0% |
| 1Y | -1.7% | -16.6% | +14.9% | -1.3% |
| 3Y | +67.9% | +193.5% | -125.7% | +46.7% |
| 5Y | +125.5% | -55.8% | +181.4% | +93.6% |
| All | +215.1% | -27.6% | +242.7% | +169.4% |
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