-29.4%
AFRM vs CDW
+32.1%
-61.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -5.0% | -4.2% |
| 7D | -7.5% | +9.3% | -16.9% | -14.9% |
| 30D | -15.7% | +15.8% | -31.5% | -26.8% |
| 3M | -9.6% | +21.8% | -31.4% | -26.4% |
| 6M | +6.3% | +58.8% | -52.5% | -37.4% |
| YTD | -8.6% | +22.8% | -31.4% | -33.7% |
| 1Y | -7.6% | +17.9% | -25.5% | -29.7% |
| 3Y | +173.7% | -17.4% | +191.1% | +187.0% |
| 5Y | -56.9% | -5.7% | -51.2% | -60.8% |
| All | -29.4% | +32.1% | -61.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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