-24.9%
AFRM vs WY
-11.7%
-13.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -3.6% |
| 7D | -7.0% | -1.7% | -5.2% | -5.0% |
| 30D | -7.8% | -10.1% | +2.3% | +4.9% |
| 3M | +5.3% | -5.1% | +10.5% | +9.6% |
| 6M | +42.6% | -4.8% | +47.4% | +45.9% |
| YTD | -2.8% | -0.2% | -2.6% | -8.6% |
| 1Y | -19.3% | -6.6% | -12.7% | -18.9% |
| 3Y | +231.0% | -22.7% | +253.7% | +326.4% |
| 5Y | -22.2% | -22.2% | 0.0% | +26.2% |
| All | -24.9% | -11.7% | -13.2% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling