+194.0%
AFRM vs BBWI
-23.6%
+217.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | -8.4% | -4.2% | -4.1% | -6.5% |
| 30D | -18.3% | +24.9% | -43.1% | -25.8% |
| 3M | -12.7% | +13.2% | -25.9% | -18.2% |
| 6M | +3.0% | +12.1% | -9.1% | -4.0% |
| YTD | -11.4% | +11.1% | -22.5% | -19.0% |
| 1Y | -13.3% | +0.7% | -14.0% | -18.6% |
| 3Y | +194.0% | -23.8% | +217.8% | +189.6% |
| All | +194.0% | -23.6% | +217.6% | +189.6% |
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 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