-58.3%
AFRM vs ARWR
-28.9%
-29.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.8% |
| 7D | -7.3% | -2.9% | -4.4% | -5.8% |
| 30D | -9.6% | -5.4% | -4.2% | -7.0% |
| 3M | -11.1% | -32.2% | +21.2% | +6.9% |
| 6M | +3.9% | -26.5% | +30.4% | +16.9% |
| YTD | -8.5% | -12.4% | +3.9% | -8.4% |
| 1Y | +3.3% | +46.9% | -43.6% | -26.1% |
| 3Y | +213.7% | +116.0% | +97.8% | +28.5% |
| All | -58.3% | -28.9% | -29.4% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling