-27.7%
AFRM vs WAB
+244.0%
-271.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.6% | -2.3% | -1.1% |
| 7D | -6.9% | -2.5% | -4.4% | -4.0% |
| 30D | -7.0% | -4.4% | -2.6% | -2.1% |
| 3M | -11.2% | -5.9% | -5.3% | -5.0% |
| 6M | +4.3% | +5.9% | -1.7% | -7.0% |
| YTD | -6.4% | +30.9% | -37.3% | -39.2% |
| 1Y | -2.6% | +35.8% | -38.4% | -39.6% |
| 3Y | +210.6% | +154.0% | +56.6% | -20.9% |
| 5Y | -57.6% | +203.9% | -261.5% | -90.8% |
| All | -27.7% | +244.0% | -271.7% | -83.7% |
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