-29.4%
AFRM vs ARWR
-40.0%
+10.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.3% | +15.2% | +7.1% |
| 7D | -7.5% | -17.3% | +9.8% | +0.4% |
| 30D | -15.7% | -21.5% | +5.8% | -6.3% |
| 3M | -9.6% | -43.8% | +34.2% | +16.7% |
| 6M | +6.3% | -32.3% | +38.5% | +22.5% |
| YTD | -8.6% | -25.8% | +17.2% | -1.6% |
| 1Y | -7.6% | +25.5% | -33.1% | -27.6% |
| 3Y | +173.7% | +84.1% | +89.5% | +31.5% |
| 5Y | -56.9% | -39.2% | -17.7% | -63.3% |
| All | -29.4% | -40.0% | +10.6% | -42.8% |
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