+175.1%
WMT vs AFRM
-27.4%
+202.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | +0.6% | -8.4% | +8.9% | +0.8% |
| 30D | +12.8% | -18.3% | +31.0% | +13.5% |
| 3M | +11.7% | -12.7% | +24.4% | +12.1% |
| 6M | -3.5% | +3.0% | -6.5% | -3.9% |
| YTD | +13.4% | -11.4% | +24.8% | +13.3% |
| 1Y | +23.6% | -13.3% | +36.9% | +23.5% |
| 3Y | +133.9% | +194.0% | -60.1% | +118.1% |
| 5Y | +170.1% | -50.6% | +220.7% | +152.5% |
| All | +175.1% | -27.4% | +202.6% | +154.4% |
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