+13.0%
EW vs AFRM
-23.4%
+36.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.8% | +9.3% | +2.2% |
| 7D | +6.8% | -6.9% | +13.7% | +7.5% |
| 30D | +16.6% | -7.0% | +23.6% | +17.2% |
| 3M | +13.3% | -11.2% | +24.5% | +14.2% |
| 6M | +21.6% | +4.3% | +17.3% | +20.3% |
| YTD | +18.3% | -6.4% | +24.7% | +17.6% |
| 1Y | +21.7% | -2.6% | +24.3% | +20.2% |
| 3Y | +50.3% | +210.6% | -160.2% | +23.8% |
| 5Y | -15.0% | -57.6% | +42.6% | -28.9% |
| All | +13.0% | -23.4% | +36.3% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling