-63.0%
ETSY vs AFRM
-20.4%
-42.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -6.0% |
| 7D | -8.5% | -7.0% | -1.5% | -6.8% |
| 30D | -10.9% | -7.8% | -3.1% | -9.2% |
| 3M | +14.1% | +5.3% | +8.8% | +11.6% |
| 6M | +37.5% | +42.6% | -5.2% | +23.3% |
| YTD | +38.0% | -2.8% | +40.8% | +36.0% |
| 1Y | +46.5% | -19.3% | +65.8% | +50.2% |
| 3Y | +2.5% | +231.0% | -228.5% | -40.3% |
| 5Y | -65.3% | -22.2% | -43.0% | -76.5% |
| All | -63.0% | -20.4% | -42.6% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling