+290.6%
WMB vs AFRM
-25.2%
+315.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -6.7% | -7.5% | +0.9% | -6.3% |
| 30D | -8.6% | -15.7% | +7.1% | -7.7% |
| 3M | -4.9% | -9.6% | +4.7% | -4.6% |
| 6M | -6.3% | +6.3% | -12.6% | -7.1% |
| YTD | +13.0% | -8.6% | +21.6% | +12.5% |
| 1Y | +14.9% | -7.6% | +22.5% | +14.2% |
| 3Y | +113.4% | +173.7% | -60.3% | +92.8% |
| 5Y | +190.2% | -56.9% | +247.0% | +159.6% |
| All | +290.6% | -25.2% | +315.8% | +239.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling