+66.6%
EWJ vs AFRM
+172.4%
-105.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.8% | +3.7% |
| 7D | -1.5% | -7.5% | +6.1% | -0.7% |
| 30D | -6.5% | -15.7% | +9.2% | -5.1% |
| 3M | -5.6% | -9.6% | +4.0% | -5.0% |
| 6M | -0.3% | +6.3% | -6.5% | -1.2% |
| YTD | +13.9% | -8.6% | +22.5% | +13.5% |
| 1Y | +14.6% | -7.6% | +22.2% | +13.9% |
| 3Y | +66.6% | +173.7% | -107.0% | +49.4% |
| All | +66.6% | +172.4% | -105.8% | +49.4% |
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