+187.8%
AFRM vs WAB
+171.1%
+16.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -1.8% |
| 7D | -5.5% | +7.9% | -13.4% | -12.5% |
| 30D | -15.5% | +4.9% | -20.4% | -19.6% |
| 3M | -10.3% | +1.8% | -12.1% | -12.4% |
| 6M | +0.6% | +12.0% | -11.3% | -12.6% |
| YTD | -11.5% | +41.3% | -52.8% | -44.1% |
| 1Y | -16.6% | +43.8% | -60.4% | -48.5% |
| All | +187.8% | +171.1% | +16.6% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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