-20.9%
AFRM vs WAT
-3.2%
-17.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.8% |
| 7D | -7.0% | -1.3% | -5.7% | -5.8% |
| 30D | -7.8% | +2.3% | -10.1% | -9.4% |
| 3M | +5.3% | +8.7% | -3.4% | -1.7% |
| 6M | +42.6% | +28.3% | +14.3% | +13.4% |
| YTD | -2.8% | +7.8% | -10.6% | -11.4% |
| 1Y | -19.3% | +36.6% | -55.9% | -41.6% |
| 3Y | +231.0% | +45.7% | +185.3% | +86.4% |
| All | -20.9% | -3.2% | -17.7% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling