+187.7%
EWT vs AFRM
-20.4%
+208.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.1% |
| 7D | +4.0% | -7.0% | +10.9% | +4.6% |
| 30D | +10.3% | -7.8% | +18.1% | +11.0% |
| 3M | +6.1% | +5.3% | +0.8% | +5.4% |
| 6M | +56.6% | +42.6% | +14.0% | +51.2% |
| YTD | +76.6% | -2.8% | +79.4% | +75.5% |
| 1Y | +97.9% | -19.3% | +117.2% | +98.9% |
| 3Y | +198.0% | +231.0% | -33.0% | +155.0% |
| 5Y | +151.8% | -22.2% | +174.0% | +115.4% |
| All | +187.7% | -20.4% | +208.1% | +140.7% |
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