+136.6%
EWT vs AFRM
+203.8%
-67.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +4.2% |
| 7D | -11.7% | -7.3% | -4.4% | -10.9% |
| 30D | -23.2% | -9.6% | -13.7% | -22.4% |
| 3M | -12.5% | -11.1% | -1.4% | -11.6% |
| 6M | -5.9% | +3.9% | -9.8% | -6.8% |
| YTD | +40.5% | -8.5% | +49.0% | +39.9% |
| 1Y | +43.7% | +3.3% | +40.5% | +41.1% |
| 3Y | +136.6% | +213.7% | -77.1% | +112.2% |
| All | +136.6% | +203.8% | -67.2% | +112.2% |
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