+142.6%
EWY vs AFRM
-23.1%
+165.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +4.9% |
| 7D | +4.8% | -7.0% | +11.8% | +5.6% |
| 30D | +11.7% | -7.8% | +19.5% | +12.5% |
| 3M | -7.4% | +5.3% | -12.7% | -7.9% |
| 6M | +40.6% | +42.6% | -2.1% | +35.4% |
| YTD | +94.3% | -2.8% | +97.1% | +93.5% |
| 1Y | +164.3% | -19.3% | +183.6% | +166.6% |
| 3Y | +221.0% | +231.0% | -10.0% | +166.2% |
| All | +142.6% | -23.1% | +165.7% | +96.7% |
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 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