-58.3%
AFRM vs WY
-34.0%
-24.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | +1.6% |
| 7D | -7.3% | +3.1% | -10.4% | -11.2% |
| 30D | -9.6% | +13.0% | -22.5% | -23.6% |
| 3M | -11.1% | -16.8% | +5.7% | +11.1% |
| 6M | +3.9% | -11.2% | +15.0% | +14.9% |
| YTD | -8.5% | -9.1% | +0.6% | -5.8% |
| 1Y | +3.3% | -4.8% | +8.0% | -1.8% |
| 3Y | +213.7% | -25.3% | +239.0% | +291.4% |
| All | -58.3% | -34.0% | -24.4% | -16.3% |
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 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