+51.0%
EWJ vs AFRM
-25.4%
+76.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.7% |
| 7D | -1.9% | -10.3% | +8.4% | -1.1% |
| 30D | -5.3% | -13.7% | +8.4% | -4.4% |
| 3M | -4.3% | -11.6% | +7.2% | -3.7% |
| 6M | +0.4% | +2.1% | -1.7% | -0.1% |
| YTD | +14.7% | -8.9% | +23.6% | +14.5% |
| 1Y | +14.7% | -9.7% | +24.4% | +14.4% |
| 3Y | +66.2% | +202.5% | -136.3% | +47.5% |
| 5Y | +50.2% | -55.3% | +105.5% | +33.7% |
| All | +51.0% | -25.4% | +76.4% | +30.4% |
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 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