+277.7%
WMB vs AFRM
-23.4%
+301.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.8% | +2.5% | -4.9% |
| 7D | -14.2% | -6.9% | -7.3% | -13.9% |
| 30D | -11.2% | -7.0% | -4.3% | -11.0% |
| 3M | -9.9% | -11.2% | +1.3% | -9.5% |
| 6M | -14.4% | +4.3% | -18.6% | -15.0% |
| YTD | +9.2% | -6.4% | +15.6% | +8.7% |
| 1Y | +15.1% | -2.6% | +17.7% | +14.0% |
| 3Y | +99.2% | +210.6% | -111.3% | +78.6% |
| 5Y | +180.2% | -57.6% | +237.8% | +150.5% |
| All | +277.7% | -23.4% | +301.1% | +228.2% |
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