-26.0%
AFRM vs WY
-20.4%
-5.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -4.9% |
| 7D | -8.0% | -1.7% | -6.3% | -6.0% |
| 30D | -9.8% | -9.9% | +0.1% | +3.1% |
| 3M | +4.7% | -7.5% | +12.2% | +13.0% |
| 6M | +34.1% | -5.1% | +39.3% | +37.6% |
| YTD | -8.4% | -2.1% | -6.3% | -12.5% |
| 1Y | -22.9% | -7.3% | -15.6% | -21.9% |
| 3Y | +203.3% | -22.6% | +225.9% | +287.9% |
| 5Y | -26.0% | -19.8% | -6.2% | +32.8% |
| All | -26.0% | -20.4% | -5.6% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling