+63.4%
EWY vs AFRM
-27.4%
+90.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.7% |
| 7D | -10.2% | -8.4% | -1.9% | -9.4% |
| 30D | -21.5% | -18.3% | -3.2% | -19.8% |
| 3M | -14.7% | -12.7% | -2.0% | -13.7% |
| 6M | -26.8% | +3.0% | -29.9% | -27.1% |
| YTD | +43.2% | -11.4% | +54.6% | +43.8% |
| 1Y | +48.7% | -13.3% | +62.1% | +49.5% |
| 3Y | +147.9% | +194.0% | -46.1% | +113.3% |
| 5Y | +98.8% | -50.6% | +149.4% | +70.1% |
| All | +63.4% | -27.4% | +90.8% | +36.3% |
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