+27.6%
EWZ vs AFRM
-23.4%
+51.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | -0.9% |
| 7D | -4.2% | -6.9% | +2.8% | -3.7% |
| 30D | -26.1% | -7.0% | -19.2% | -25.8% |
| 3M | -12.0% | -11.2% | -0.8% | -11.5% |
| 6M | -19.3% | +4.3% | -23.5% | -19.8% |
| YTD | +0.9% | -6.4% | +7.3% | +0.5% |
| 1Y | +3.4% | -2.6% | +6.0% | +2.4% |
| 3Y | +18.6% | +210.6% | -192.0% | +4.5% |
| 5Y | +56.6% | -57.6% | +114.2% | +43.1% |
| All | +27.6% | -23.4% | +51.0% | +11.8% |
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