-29.6%
AFRM vs BBWI
-34.8%
+5.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.7% |
| 7D | -10.3% | -7.7% | -2.5% | -5.8% |
| 30D | -13.7% | +24.8% | -38.5% | -24.8% |
| 3M | -11.6% | +16.2% | -27.8% | -21.0% |
| 6M | +2.1% | +15.8% | -13.7% | -10.1% |
| YTD | -8.9% | +11.4% | -20.3% | -21.2% |
| 1Y | -9.7% | +3.2% | -12.9% | -21.1% |
| 3Y | +202.5% | -23.5% | +226.0% | +186.3% |
| 5Y | -55.3% | -67.4% | +12.1% | -33.0% |
| All | -29.6% | -34.8% | +5.2% | +5.5% |
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