-10.6%
AFRM vs WING
-25.3%
+14.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.5% | -2.6% |
| 7D | -7.5% | +8.6% | -16.1% | -9.9% |
| 30D | -15.7% | +44.8% | -60.5% | -25.2% |
| 3M | -9.6% | +51.9% | -61.5% | -21.5% |
| 6M | +6.3% | +37.2% | -30.9% | -5.2% |
| YTD | -8.6% | -25.3% | +16.7% | -1.4% |
| All | -10.6% | -25.3% | +14.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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