-11.0%
AFRM vs ARWR
+17.3%
-28.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -4.4% | -17.8% | +13.4% | -1.3% |
| 30D | -7.7% | -18.1% | +10.5% | -4.4% |
| 3M | -16.9% | -44.2% | +27.3% | -8.5% |
| 6M | +2.5% | -38.6% | +41.1% | +10.6% |
| YTD | -12.5% | -28.0% | +15.5% | -8.7% |
| 1Y | -11.0% | +16.1% | -27.2% | -12.5% |
| All | -11.0% | +17.3% | -28.4% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling