-29.3%
AFRM vs WAB
+250.3%
-279.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -4.5% |
| 7D | -7.3% | +1.4% | -8.7% | -9.0% |
| 30D | -9.6% | +0.4% | -10.0% | -10.3% |
| 3M | -11.1% | -3.8% | -7.2% | -7.4% |
| 6M | +3.9% | +5.1% | -1.2% | -6.1% |
| YTD | -8.5% | +33.3% | -41.8% | -41.9% |
| 1Y | +3.3% | +39.8% | -36.6% | -38.5% |
| 3Y | +213.7% | +161.1% | +52.7% | -22.9% |
| 5Y | -58.5% | +209.5% | -268.0% | -91.2% |
| All | -29.3% | +250.3% | -279.6% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling