+3.9%
AFRM vs WY
-11.2%
+15.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.4% |
| 7D | -7.3% | +3.1% | -10.4% | -7.9% |
| 30D | -9.6% | +13.0% | -22.5% | -12.1% |
| 3M | -11.1% | -16.8% | +5.7% | -7.7% |
| 6M | +3.9% | -11.2% | +15.0% | +6.0% |
| All | +3.9% | -11.2% | +15.0% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling