-27.7%
AFRM vs WAT
+68.9%
-96.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.1% | -4.7% | -5.4% |
| 7D | -6.9% | -5.6% | -1.3% | -2.5% |
| 30D | -7.0% | +3.8% | -10.8% | -9.8% |
| 3M | -11.2% | +13.3% | -24.5% | -19.9% |
| 6M | +4.3% | +32.2% | -27.9% | -17.9% |
| YTD | -6.4% | +19.3% | -25.7% | -21.7% |
| 1Y | -2.6% | +21.8% | -24.4% | -20.1% |
| 3Y | +210.6% | +73.9% | +136.6% | +48.5% |
| 5Y | -57.6% | +32.1% | -89.7% | -69.6% |
| All | -27.7% | +68.9% | -96.6% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling