-29.3%
AFRM vs BWA
+46.4%
-75.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -4.0% |
| 7D | -7.3% | -5.5% | -1.8% | -3.8% |
| 30D | -9.6% | -21.7% | +12.2% | +6.3% |
| 3M | -11.1% | -25.6% | +14.6% | +6.8% |
| 6M | +3.9% | -17.4% | +21.3% | +13.2% |
| YTD | -8.5% | +9.2% | -17.7% | -25.3% |
| 1Y | +3.3% | +9.7% | -6.5% | -16.3% |
| 3Y | +213.7% | +54.6% | +159.1% | +83.9% |
| 5Y | -58.5% | +26.8% | -85.3% | -75.1% |
| All | -29.3% | +46.4% | -75.7% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling