+184.9%
WFC vs AFRM
-25.1%
+210.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +1.2% | -7.3% | +8.5% | +2.0% |
| 30D | +5.2% | -9.6% | +14.8% | +6.1% |
| 3M | -3.0% | -11.1% | +8.0% | -2.3% |
| 6M | +6.2% | +3.9% | +2.3% | +5.1% |
| YTD | -7.9% | -8.5% | +0.6% | -8.3% |
| 1Y | +0.3% | +3.3% | -3.0% | -1.5% |
| 3Y | +117.7% | +213.7% | -96.0% | +88.2% |
| 5Y | +88.4% | -58.5% | +146.9% | +54.4% |
| All | +184.9% | -25.1% | +210.0% | +132.5% |
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