+1.8%
WFC vs AFRM
-11.9%
+13.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -0.3% |
| 7D | -1.3% | -10.3% | +9.0% | -0.1% |
| 30D | +3.6% | -13.7% | +17.3% | +5.2% |
| 3M | -1.3% | -11.6% | +10.3% | -0.3% |
| 6M | +18.0% | +2.1% | +15.9% | +16.8% |
| YTD | -5.9% | -8.9% | +3.0% | -7.0% |
| 1Y | +1.8% | -9.7% | +11.5% | +2.2% |
| All | +1.8% | -11.9% | +13.7% | +2.2% |
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