+220.9%
AFRM vs ARWR
+103.1%
+117.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.8% | -1.0% | -6.0% |
| 7D | -6.9% | -5.0% | -1.9% | -5.5% |
| 30D | -7.0% | -6.6% | -0.3% | -5.1% |
| 3M | -11.2% | -33.9% | +22.7% | -1.1% |
| 6M | +4.3% | -23.3% | +27.6% | +10.4% |
| YTD | -6.4% | -13.5% | +7.0% | -5.1% |
| 1Y | -2.6% | +42.5% | -45.1% | -16.7% |
| All | +220.9% | +103.1% | +117.8% | +110.4% |
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