-56.0%
AFRM vs WING
+0.4%
-56.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | -2.5% | -1.9% | -3.3% |
| 30D | -7.7% | +29.5% | -37.2% | -22.2% |
| 3M | -16.9% | +40.2% | -57.0% | -34.6% |
| 6M | +2.5% | +32.7% | -30.2% | -19.5% |
| YTD | -12.5% | -32.8% | +20.3% | +1.5% |
| 1Y | -11.0% | -31.7% | +20.7% | +1.1% |
| 3Y | +184.6% | -24.7% | +209.3% | +107.5% |
| All | -56.0% | +0.4% | -56.4% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling