+175.1%
WMT vs AFRM
-25.1%
+200.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | +1.6% | -7.3% | +8.9% | +1.9% |
| 30D | +16.1% | -9.6% | +25.6% | +16.4% |
| 3M | +12.3% | -11.1% | +23.3% | +12.6% |
| 6M | -3.1% | +3.9% | -6.9% | -3.5% |
| YTD | +13.4% | -8.5% | +21.9% | +13.1% |
| 1Y | +24.5% | +3.3% | +21.2% | +23.4% |
| 3Y | +135.7% | +213.7% | -78.0% | +119.1% |
| 5Y | +166.8% | -58.5% | +225.4% | +150.3% |
| All | +175.1% | -25.1% | +200.2% | +154.1% |
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