-57.3%
ETSY vs AFRM
-25.4%
-32.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.7% | +1.4% |
| 7D | -8.2% | -10.3% | +2.1% | -5.5% |
| 30D | +14.8% | -13.7% | +28.6% | +19.2% |
| 3M | +11.2% | -11.6% | +22.7% | +14.0% |
| 6M | +47.6% | +2.1% | +45.5% | +44.6% |
| YTD | +59.4% | -8.9% | +68.2% | +58.9% |
| 1Y | +38.6% | -9.7% | +48.3% | +38.1% |
| 3Y | +39.7% | +202.5% | -162.7% | -14.9% |
| 5Y | -65.1% | -55.3% | -9.8% | -73.7% |
| All | -57.3% | -25.4% | -32.0% | -72.4% |
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