-26.3%
EW vs AFRM
-23.1%
-3.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.4% |
| 7D | -0.3% | -7.0% | +6.6% | +0.4% |
| 30D | +1.0% | -7.8% | +8.8% | +1.8% |
| 3M | +2.8% | +5.3% | -2.5% | +1.9% |
| 6M | +5.5% | +42.6% | -37.2% | +0.9% |
| YTD | +5.5% | -2.8% | +8.2% | +4.7% |
| 1Y | +11.0% | -19.3% | +30.3% | +11.7% |
| 3Y | +17.7% | +231.0% | -213.3% | -6.3% |
| All | -26.3% | -23.1% | -3.2% | -41.5% |
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 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