-65.2%
ETSY vs AFRM
-55.1%
-10.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.3% |
| 7D | -3.7% | -8.4% | +4.6% | -1.3% |
| 30D | +12.8% | -18.3% | +31.0% | +19.1% |
| 3M | +7.6% | -12.7% | +20.3% | +10.8% |
| 6M | +34.4% | +3.0% | +31.3% | +30.9% |
| YTD | +56.0% | -11.4% | +67.4% | +56.7% |
| 1Y | +43.6% | -13.3% | +56.9% | +44.6% |
| 3Y | +36.8% | +194.0% | -157.2% | -20.6% |
| 5Y | -65.2% | -50.6% | -14.6% | -69.9% |
| All | -65.2% | -55.1% | -10.1% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling