-11.1%
AFRM vs WOLF
+45.1%
-56.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.8% | -9.9% | -1.3% |
| 7D | -7.5% | +25.3% | -32.8% | -10.2% |
| 30D | -15.7% | -14.7% | -1.0% | -14.6% |
| 3M | -9.6% | -20.5% | +10.9% | -8.4% |
| 6M | +6.3% | -43.9% | +50.2% | +8.9% |
| YTD | -8.6% | +50.0% | -58.6% | -20.7% |
| 1Y | -7.6% | +45.5% | -53.1% | -19.8% |
| All | -11.1% | +45.1% | -56.3% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling