-13.3%
AFRM vs WAT
+26.7%
-40.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -2.9% |
| 7D | -8.4% | +3.4% | -11.8% | -9.7% |
| 30D | -18.3% | +9.6% | -27.9% | -21.6% |
| 3M | -12.7% | +15.5% | -28.2% | -18.2% |
| 6M | +3.0% | +33.9% | -30.9% | -9.5% |
| YTD | -11.4% | +25.2% | -36.6% | -21.9% |
| 1Y | -13.3% | +26.3% | -39.6% | -24.4% |
| All | -13.3% | +26.7% | -40.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling