-29.4%
AFRM vs BBWI
-34.7%
+5.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.2% |
| 7D | -7.5% | -6.2% | -1.4% | -3.9% |
| 30D | -15.7% | +25.5% | -41.2% | -26.8% |
| 3M | -9.6% | +8.0% | -17.6% | -15.7% |
| 6M | +6.3% | +12.7% | -6.4% | -5.0% |
| YTD | -8.6% | +11.6% | -20.2% | -21.1% |
| 1Y | -7.6% | -0.9% | -6.7% | -17.0% |
| 3Y | +173.7% | -22.7% | +196.3% | +156.7% |
| 5Y | -56.9% | -67.2% | +10.3% | -35.4% |
| All | -29.4% | -34.7% | +5.3% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling