+28.5%
EWZ vs AFRM
-25.1%
+53.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | -1.5% | -7.3% | +5.8% | -1.0% |
| 30D | -24.5% | -9.6% | -15.0% | -24.0% |
| 3M | -10.7% | -11.1% | +0.4% | -10.1% |
| 6M | -19.1% | +3.9% | -22.9% | -19.6% |
| YTD | +1.6% | -8.5% | +10.1% | +1.4% |
| 1Y | +4.3% | +3.3% | +1.0% | +2.9% |
| 3Y | +19.0% | +213.7% | -194.8% | +4.7% |
| 5Y | +57.7% | -58.5% | +116.2% | +44.3% |
| All | +28.5% | -25.1% | +53.6% | +12.7% |
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 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