-29.6%
AFRM vs ARWR
-39.9%
+10.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.5% |
| 7D | -10.3% | -19.9% | +9.7% | -1.1% |
| 30D | -13.7% | -18.7% | +5.0% | -5.6% |
| 3M | -11.6% | -44.7% | +33.1% | +15.0% |
| 6M | +2.1% | -36.5% | +38.6% | +21.5% |
| YTD | -8.9% | -25.7% | +16.8% | -2.0% |
| 1Y | -9.7% | +18.9% | -28.7% | -27.1% |
| 3Y | +202.5% | +83.1% | +119.4% | +46.1% |
| 5Y | -55.3% | -34.9% | -20.5% | -62.9% |
| All | -29.6% | -39.9% | +10.3% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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