+128.8%
EWT vs AFRM
-25.1%
+153.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +4.1% |
| 7D | -11.7% | -7.3% | -4.4% | -11.1% |
| 30D | -23.2% | -9.6% | -13.7% | -22.6% |
| 3M | -12.5% | -11.1% | -1.4% | -11.8% |
| 6M | -5.9% | +3.9% | -9.8% | -6.6% |
| YTD | +40.5% | -8.5% | +49.0% | +40.2% |
| 1Y | +43.7% | +3.3% | +40.5% | +41.7% |
| 3Y | +136.6% | +213.7% | -77.1% | +104.2% |
| 5Y | +105.1% | -58.5% | +163.6% | +83.8% |
| All | +128.8% | -25.1% | +153.9% | +92.3% |
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