+90.5%
WFC vs AFRM
-55.6%
+146.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.3% |
| 7D | +1.7% | -5.5% | +7.2% | +2.4% |
| 30D | +6.8% | -15.5% | +22.3% | +8.9% |
| 3M | -3.0% | -10.3% | +7.3% | -2.1% |
| 6M | +15.4% | +0.6% | +14.8% | +14.4% |
| YTD | -5.9% | -11.5% | +5.6% | -6.0% |
| 1Y | +1.7% | -16.6% | +18.3% | +2.0% |
| 3Y | +124.9% | +193.5% | -68.6% | +86.4% |
| 5Y | +90.5% | -55.8% | +146.3% | +49.7% |
| All | +90.5% | -55.6% | +146.0% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling