+61.1%
EWJ vs AFRM
-20.4%
+81.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | +2.5% | -7.0% | +9.5% | +3.0% |
| 30D | +3.3% | -7.8% | +11.1% | +3.8% |
| 3M | +5.0% | +5.3% | -0.3% | +4.4% |
| 6M | +11.5% | +42.6% | -31.1% | +8.3% |
| YTD | +22.4% | -2.8% | +25.2% | +21.7% |
| 1Y | +30.2% | -19.3% | +49.5% | +30.7% |
| 3Y | +72.8% | +231.0% | -158.2% | +51.9% |
| 5Y | +54.1% | -22.2% | +76.4% | +34.5% |
| All | +61.1% | -20.4% | +81.5% | +38.7% |
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