+13.6%
WFC vs AFRM
-17.6%
+31.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +1.1% | +3.1% | -2.0% | +0.7% |
| 30D | +0.8% | -4.2% | +5.0% | +1.2% |
| 3M | +9.3% | +10.1% | -0.8% | +7.6% |
| 6M | +10.6% | +39.4% | -28.8% | +4.5% |
| YTD | -4.1% | -3.2% | -0.9% | -5.4% |
| 1Y | +13.6% | -16.1% | +29.6% | +12.3% |
| All | +13.6% | -17.6% | +31.1% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling