-29.6%
AFRM vs BWA
+53.7%
-83.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +1.8% |
| 7D | -10.3% | +1.7% | -12.0% | -11.3% |
| 30D | -13.7% | -14.6% | +0.9% | -4.4% |
| 3M | -11.6% | -26.2% | +14.7% | +6.9% |
| 6M | +2.1% | -18.4% | +20.5% | +12.8% |
| YTD | -8.9% | +14.7% | -23.5% | -28.0% |
| 1Y | -9.7% | +13.3% | -23.1% | -28.2% |
| 3Y | +202.5% | +64.7% | +137.7% | +69.8% |
| 5Y | -55.3% | +32.2% | -87.5% | -74.1% |
| All | -29.6% | +53.7% | -83.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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