+131.9%
WMT vs AFRM
-25.0%
+157.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.2% | 0.0% |
| 7D | -0.2% | -8.0% | +7.8% | 0.0% |
| 30D | -5.8% | -9.8% | +3.9% | -5.5% |
| 3M | -10.8% | +4.7% | -15.4% | -11.0% |
| 6M | -14.3% | +34.1% | -48.5% | -15.6% |
| YTD | -4.4% | -8.4% | +4.0% | -4.5% |
| 1Y | +4.3% | -22.9% | +27.3% | +4.7% |
| 3Y | +100.1% | +203.3% | -103.2% | +86.0% |
| 5Y | +130.8% | -26.0% | +156.8% | +113.9% |
| All | +131.9% | -25.0% | +157.0% | +114.4% |
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