-29.3%
AFRM vs CDW
+26.0%
-55.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.5% |
| 7D | -7.3% | +2.1% | -9.4% | -9.4% |
| 30D | -9.6% | +14.7% | -24.3% | -20.8% |
| 3M | -11.1% | +11.1% | -22.2% | -21.4% |
| 6M | +3.9% | +45.6% | -41.7% | -33.5% |
| YTD | -8.5% | +17.1% | -25.6% | -30.7% |
| 1Y | +3.3% | +13.2% | -9.9% | -18.5% |
| 3Y | +213.7% | -22.2% | +235.9% | +248.9% |
| 5Y | -58.5% | -10.1% | -48.4% | -60.6% |
| All | -29.3% | +26.0% | -55.3% | -35.4% |
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