+308.2%
WMB vs AFRM
-27.6%
+335.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.9% |
| 7D | +8.1% | -5.5% | +13.6% | +8.4% |
| 30D | -6.9% | -15.5% | +8.6% | -6.1% |
| 3M | -5.1% | -10.3% | +5.2% | -4.7% |
| 6M | -5.7% | +0.6% | -6.3% | -6.3% |
| YTD | +18.1% | -11.5% | +29.6% | +17.8% |
| 1Y | +18.4% | -16.6% | +35.0% | +18.4% |
| 3Y | +122.7% | +193.5% | -70.8% | +100.5% |
| 5Y | +202.0% | -55.8% | +257.9% | +170.6% |
| All | +308.2% | -27.6% | +335.8% | +255.8% |
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