-32.4%
AFRM vs WY
-20.2%
-12.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -3.1% |
| 7D | -4.4% | -0.8% | -3.6% | -3.5% |
| 30D | -7.7% | +10.1% | -17.8% | -18.4% |
| 3M | -16.9% | -15.4% | -1.5% | -0.1% |
| 6M | +2.5% | -8.3% | +10.8% | +8.2% |
| YTD | -12.5% | -9.8% | -2.7% | -8.7% |
| 1Y | -11.0% | -3.9% | -7.1% | -15.3% |
| 3Y | +184.6% | -23.3% | +207.9% | +246.4% |
| 5Y | -56.3% | -31.2% | -25.1% | -20.0% |
| All | -32.4% | -20.2% | -12.3% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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