-31.7%
AFRM vs ARWR
-42.6%
+10.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -0.8% |
| 7D | -5.5% | -17.9% | +12.5% | +2.8% |
| 30D | -15.5% | -18.9% | +3.4% | -7.4% |
| 3M | -10.3% | -46.0% | +35.7% | +17.9% |
| 6M | +0.6% | -40.3% | +41.0% | +23.4% |
| YTD | -11.5% | -29.0% | +17.4% | -2.8% |
| 1Y | -16.6% | +13.8% | -30.4% | -31.3% |
| 3Y | +193.5% | +74.9% | +118.6% | +44.9% |
| 5Y | -55.8% | -36.2% | -19.6% | -62.8% |
| All | -31.7% | -42.6% | +10.9% | -43.5% |
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