+213.7%
AFRM vs BBWI
-28.0%
+241.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -0.9% |
| 7D | -7.3% | -6.2% | -1.1% | -4.6% |
| 30D | -9.6% | +19.9% | -29.5% | -16.4% |
| 3M | -11.1% | +7.1% | -18.2% | -14.7% |
| 6M | +3.9% | +13.7% | -9.8% | -3.7% |
| YTD | -8.5% | +9.6% | -18.1% | -15.7% |
| 1Y | +3.3% | -1.6% | +4.9% | -1.8% |
| 3Y | +213.7% | -25.9% | +239.6% | +221.1% |
| All | +213.7% | -28.0% | +241.8% | +221.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling