+229.9%
AFRM vs WAT
+46.1%
+183.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.1% |
| 7D | -7.0% | -1.3% | -5.7% | -6.2% |
| 30D | -7.8% | +2.3% | -10.1% | -8.8% |
| 3M | +5.3% | +8.7% | -3.4% | +0.8% |
| 6M | +42.6% | +28.3% | +14.3% | +23.7% |
| YTD | -2.8% | +7.8% | -10.6% | -7.9% |
| 1Y | -19.3% | +36.6% | -55.9% | -33.7% |
| All | +229.9% | +46.1% | +183.8% | +127.3% |
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