+156.4%
EWT vs AFRM
-21.7%
+178.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.6% | +3.1% | -1.4% | +1.3% |
| 30D | +8.2% | -4.2% | +12.4% | +8.5% |
| 3M | +11.1% | +10.1% | +0.9% | +9.8% |
| 6M | +60.4% | +39.4% | +21.0% | +55.0% |
| YTD | +75.6% | -3.2% | +78.7% | +74.5% |
| 1Y | +91.3% | -16.1% | +107.4% | +91.7% |
| 3Y | +200.3% | +220.8% | -20.5% | +156.4% |
| 5Y | +156.4% | -17.7% | +174.0% | +112.8% |
| All | +156.4% | -21.7% | +178.1% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling