-20.9%
AFRM vs BWA
+91.4%
-112.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -4.7% |
| 7D | -7.0% | +5.7% | -12.6% | -10.8% |
| 30D | -7.8% | +1.4% | -9.2% | -9.4% |
| 3M | +5.3% | -12.1% | +17.4% | +14.7% |
| 6M | +42.6% | +28.6% | +14.1% | +11.5% |
| YTD | -2.8% | +51.1% | -53.9% | -39.8% |
| 1Y | -19.3% | +55.9% | -75.2% | -52.4% |
| 3Y | +231.0% | +70.1% | +160.8% | +72.2% |
| All | -20.9% | +91.4% | -112.3% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling