+20.0%
EW vs AFRM
-28.4%
+48.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +4.9% | -4.4% | +9.3% | +5.4% |
| 30D | +23.9% | -7.7% | +31.6% | +24.8% |
| 3M | +15.8% | -16.9% | +32.6% | +17.5% |
| 6M | +31.7% | +2.5% | +29.2% | +30.5% |
| YTD | +25.7% | -12.5% | +38.2% | +25.8% |
| 1Y | +24.4% | -11.0% | +35.5% | +24.2% |
| 3Y | +65.9% | +184.6% | -118.7% | +38.1% |
| 5Y | -7.6% | -56.3% | +48.7% | -22.5% |
| All | +20.0% | -28.4% | +48.4% | -2.5% |
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