+213.7%
AFRM vs WAT
+74.7%
+139.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.7% |
| 7D | -7.3% | -1.1% | -6.2% | -6.7% |
| 30D | -9.6% | +5.0% | -14.5% | -11.7% |
| 3M | -11.1% | +14.5% | -25.5% | -16.8% |
| 6M | +3.9% | +30.9% | -27.1% | -9.4% |
| YTD | -8.5% | +20.5% | -29.0% | -17.7% |
| 1Y | +3.3% | +23.3% | -20.0% | -8.2% |
| 3Y | +213.7% | +81.5% | +132.2% | +152.7% |
| All | +213.7% | +74.7% | +139.0% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling