-27.7%
AFRM vs WING
+20.6%
-48.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.1% | -6.7% | -7.2% |
| 7D | -6.9% | +14.0% | -20.9% | -14.1% |
| 30D | -7.0% | +47.7% | -54.7% | -27.0% |
| 3M | -11.2% | +34.2% | -45.4% | -27.8% |
| 6M | +4.3% | +13.6% | -9.3% | -9.0% |
| YTD | -6.4% | -30.0% | +23.6% | +6.1% |
| 1Y | -2.6% | -33.9% | +31.3% | +13.8% |
| 3Y | +210.6% | -18.7% | +229.3% | +128.0% |
| 5Y | -57.6% | +5.5% | -63.1% | -79.2% |
| All | -27.7% | +20.6% | -48.3% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling