-14.6%
EW vs AFRM
-58.9%
+44.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | +11.0% | -7.3% | +18.3% | +11.9% |
| 30D | +19.1% | -9.6% | +28.6% | +20.2% |
| 3M | +14.4% | -11.1% | +25.4% | +15.4% |
| 6M | +22.8% | +3.9% | +18.9% | +21.3% |
| YTD | +19.8% | -8.5% | +28.3% | +19.3% |
| 1Y | +23.9% | +3.3% | +20.6% | +21.4% |
| 3Y | +52.2% | +213.7% | -161.5% | +20.9% |
| All | -14.6% | -58.9% | +44.3% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling