+72.3%
EWJ vs AFRM
+235.6%
-163.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | +2.5% | -7.0% | +9.5% | +3.1% |
| 30D | +3.3% | -7.8% | +11.1% | +3.9% |
| 3M | +5.0% | +5.3% | -0.3% | +4.2% |
| 6M | +11.5% | +42.6% | -31.1% | +7.5% |
| YTD | +22.4% | -2.8% | +25.2% | +21.5% |
| 1Y | +30.2% | -19.3% | +49.5% | +30.7% |
| All | +72.3% | +235.6% | -163.3% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling