-29.3%
AFRM vs BBWI
-35.9%
+6.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -0.3% |
| 7D | -7.3% | -6.2% | -1.1% | -3.6% |
| 30D | -9.6% | +19.9% | -29.5% | -19.3% |
| 3M | -11.1% | +7.1% | -18.2% | -16.7% |
| 6M | +3.9% | +13.7% | -9.8% | -7.7% |
| YTD | -8.5% | +9.6% | -18.1% | -20.1% |
| 1Y | +3.3% | -1.6% | +4.9% | -6.9% |
| 3Y | +213.7% | -25.9% | +239.6% | +202.3% |
| 5Y | -58.5% | -67.8% | +9.3% | -37.2% |
| All | -29.3% | -35.9% | +6.6% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling