+149.7%
EWT vs AFRM
-28.4%
+178.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +9.1% | -4.4% | +13.5% | +9.6% |
| 30D | -12.2% | -7.7% | -4.6% | -11.6% |
| 3M | -9.4% | -16.9% | +7.5% | -8.1% |
| 6M | +2.7% | +2.5% | +0.2% | +2.1% |
| YTD | +53.3% | -12.5% | +65.8% | +53.7% |
| 1Y | +59.2% | -11.0% | +70.2% | +59.2% |
| 3Y | +157.1% | +184.6% | -27.5% | +124.0% |
| 5Y | +119.6% | -56.3% | +175.9% | +96.7% |
| All | +149.7% | -28.4% | +178.1% | +110.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling