-29.3%
AFRM vs ARWR
-29.2%
-0.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.8% |
| 7D | -7.3% | -2.9% | -4.4% | -5.9% |
| 30D | -9.6% | -5.4% | -4.2% | -7.1% |
| 3M | -11.1% | -32.2% | +21.2% | +5.9% |
| 6M | +3.9% | -26.5% | +30.4% | +16.3% |
| YTD | -8.5% | -12.4% | +3.9% | -8.1% |
| 1Y | +3.3% | +46.9% | -43.6% | -24.2% |
| 3Y | +213.7% | +116.0% | +97.8% | +41.1% |
| 5Y | -58.5% | -28.0% | -30.6% | -67.1% |
| All | -29.3% | -29.2% | -0.2% | -46.6% |
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