+123.9%
EWY vs AFRM
-25.0%
+149.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +1.0% |
| 7D | +6.7% | -8.0% | +14.7% | +7.5% |
| 30D | +17.0% | -9.8% | +26.7% | +18.0% |
| 3M | +3.7% | +4.7% | -1.0% | +3.1% |
| 6M | +42.5% | +34.1% | +8.4% | +38.6% |
| YTD | +96.2% | -8.4% | +104.7% | +96.7% |
| 1Y | +160.4% | -22.9% | +183.3% | +163.7% |
| 3Y | +231.7% | +203.3% | +28.4% | +182.8% |
| 5Y | +153.3% | -26.0% | +179.2% | +113.2% |
| All | +123.9% | -25.0% | +149.0% | +86.3% |
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 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