+16.5%
EW vs AFRM
-27.4%
+44.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.4% |
| 7D | +9.3% | -8.4% | +17.6% | +10.2% |
| 30D | +22.1% | -18.3% | +40.3% | +24.4% |
| 3M | +13.0% | -12.7% | +25.7% | +14.1% |
| 6M | +30.1% | +3.0% | +27.0% | +28.8% |
| YTD | +22.0% | -11.4% | +33.4% | +22.0% |
| 1Y | +23.7% | -13.3% | +37.0% | +23.7% |
| 3Y | +62.0% | +194.0% | -132.0% | +34.4% |
| 5Y | -12.4% | -50.6% | +38.2% | -26.9% |
| All | +16.5% | -27.4% | +44.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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