+60.6%
EWJ vs AFRM
-20.7%
+81.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | +2.9% | +3.1% | -0.2% | +2.6% |
| 30D | +1.1% | -4.2% | +5.3% | +1.3% |
| 3M | +7.1% | +10.1% | -3.0% | +6.2% |
| 6M | +16.2% | +39.4% | -23.2% | +13.0% |
| YTD | +22.0% | -3.2% | +25.1% | +21.4% |
| 1Y | +26.2% | -16.1% | +42.3% | +26.3% |
| 3Y | +73.5% | +220.8% | -147.3% | +52.7% |
| 5Y | +52.7% | -17.7% | +70.4% | +33.0% |
| All | +60.6% | -20.7% | +81.3% | +38.3% |
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