+121.7%
EWY vs AFRM
-20.4%
+142.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +4.9% |
| 7D | +4.8% | -7.0% | +11.8% | +5.5% |
| 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% | +35.8% |
| YTD | +94.3% | -2.8% | +97.1% | +93.5% |
| 1Y | +164.3% | -19.3% | +183.6% | +166.4% |
| 3Y | +221.0% | +231.0% | -10.0% | +171.4% |
| 5Y | +139.1% | -22.2% | +161.4% | +100.2% |
| All | +121.7% | -20.4% | +142.1% | +83.4% |
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