-20.9%
AFRM vs ARWR
+28.5%
-49.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.5% |
| 7D | -7.0% | +1.7% | -8.6% | -7.7% |
| 30D | -7.8% | -0.7% | -7.1% | -7.6% |
| 3M | +5.3% | +14.9% | -9.6% | -4.0% |
| 6M | +42.6% | +32.6% | +10.0% | +19.7% |
| YTD | -2.8% | +30.0% | -32.8% | -19.1% |
| 1Y | -19.3% | +208.4% | -227.7% | -61.5% |
| 3Y | +231.0% | +208.8% | +22.2% | +18.2% |
| All | -20.9% | +28.5% | -49.4% | -43.0% |
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 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