-65.6%
ETSY vs AFRM
-25.0%
-40.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.2% | -0.8% |
| 7D | -12.9% | -8.0% | -4.9% | -10.9% |
| 30D | -11.5% | -9.8% | -1.7% | -9.3% |
| 3M | +3.5% | +4.7% | -1.1% | +1.5% |
| 6M | +27.6% | +34.1% | -6.5% | +16.3% |
| YTD | +28.4% | -8.4% | +36.8% | +28.5% |
| 1Y | +27.1% | -22.9% | +50.0% | +32.0% |
| 3Y | +6.0% | +203.3% | -197.2% | -36.7% |
| 5Y | -67.1% | -26.0% | -41.2% | -77.5% |
| All | -65.6% | -25.0% | -40.6% | -77.7% |
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