+42.6%
AFRM vs BWA
+24.4%
+18.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.2% |
| 7D | -7.0% | +5.7% | -12.6% | -8.1% |
| 30D | -7.8% | +1.4% | -9.2% | -8.4% |
| 3M | +5.3% | -12.1% | +17.4% | +8.4% |
| 6M | +42.6% | +28.6% | +14.1% | +29.0% |
| All | +42.6% | +24.4% | +18.3% | +29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling