-32.4%
AFRM vs BWA
+52.6%
-85.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.4% | +4.3% | -8.7% | -7.1% |
| 30D | -7.7% | -13.0% | +5.4% | +0.9% |
| 3M | -16.9% | -24.8% | +8.0% | -0.8% |
| 6M | +2.5% | -23.5% | +26.0% | +18.9% |
| YTD | -12.5% | +13.8% | -26.4% | -30.6% |
| 1Y | -11.0% | +13.4% | -24.5% | -29.4% |
| 3Y | +184.6% | +62.8% | +121.8% | +61.1% |
| 5Y | -56.3% | +28.5% | -84.8% | -74.5% |
| All | -32.4% | +52.6% | -85.0% | -56.7% |
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