+229.9%
AFRM vs BBWI
-43.7%
+273.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.5% | -3.9% |
| 7D | -7.0% | +1.5% | -8.5% | -7.6% |
| 30D | -7.8% | -5.2% | -2.6% | -6.3% |
| 3M | +5.3% | +11.1% | -5.8% | -0.8% |
| 6M | +42.6% | -13.4% | +56.0% | +48.0% |
| YTD | -2.8% | +0.1% | -2.9% | -7.0% |
| 1Y | -19.3% | -36.1% | +16.8% | -3.5% |
| All | +229.9% | -43.7% | +273.7% | +279.7% |
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