+52.2%
EW vs AFRM
+203.8%
-151.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | +11.0% | -7.3% | +18.3% | +11.6% |
| 30D | +19.1% | -9.6% | +28.6% | +19.9% |
| 3M | +14.4% | -11.1% | +25.4% | +15.1% |
| 6M | +22.8% | +3.9% | +18.9% | +21.8% |
| YTD | +19.8% | -8.5% | +28.3% | +19.5% |
| 1Y | +23.9% | +3.3% | +20.6% | +22.3% |
| 3Y | +52.2% | +213.7% | -161.5% | +41.9% |
| All | +52.2% | +203.8% | -151.6% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling