+229.9%
AFRM vs ARWR
+211.2%
+18.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | -7.0% | +1.7% | -8.6% | -7.4% |
| 30D | -7.8% | -0.7% | -7.1% | -7.7% |
| 3M | +5.3% | +14.9% | -9.6% | +0.1% |
| 6M | +42.6% | +32.6% | +10.0% | +29.7% |
| YTD | -2.8% | +30.0% | -32.8% | -11.9% |
| 1Y | -19.3% | +208.4% | -227.7% | -46.8% |
| All | +229.9% | +211.2% | +18.7% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling