+142.3%
WMB vs AFRM
+232.3%
-90.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.3% |
| 7D | +0.6% | -7.0% | +7.5% | +1.0% |
| 30D | +3.3% | -7.8% | +11.1% | +3.7% |
| 3M | +3.1% | +5.3% | -2.2% | +2.4% |
| 6M | -0.7% | +42.6% | -43.4% | -3.9% |
| YTD | +25.2% | -2.8% | +28.0% | +24.4% |
| 1Y | +32.9% | -19.3% | +52.2% | +33.5% |
| All | +142.3% | +232.3% | -90.0% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling