+85.6%
ETN vs AFRM
+221.8%
-136.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +8.0% | +3.1% | +5.0% | +7.5% |
| 30D | -5.9% | -4.2% | -1.7% | -5.5% |
| 3M | +5.0% | +10.1% | -5.1% | +3.0% |
| 6M | +22.4% | +39.4% | -17.0% | +15.2% |
| YTD | +33.6% | -3.2% | +36.8% | +32.2% |
| 1Y | +22.1% | -16.1% | +38.2% | +22.7% |
| 3Y | +85.6% | +220.8% | -135.2% | +46.3% |
| All | +85.6% | +221.8% | -136.2% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling