+26.4%
EWJ vs AFRM
-20.8%
+47.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.4% |
| 7D | +1.0% | -8.0% | +9.0% | +1.9% |
| 30D | +1.0% | -9.8% | +10.8% | +1.9% |
| 3M | +7.2% | +4.7% | +2.6% | +6.6% |
| 6M | +13.9% | +34.1% | -20.2% | +10.0% |
| YTD | +20.8% | -8.4% | +29.2% | +19.5% |
| 1Y | +26.4% | -22.9% | +49.3% | +25.0% |
| All | +26.4% | -20.8% | +47.1% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling