+213.7%
AFRM vs CDW
-21.8%
+235.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -7.3% | +2.1% | -9.4% | -8.4% |
| 30D | -9.6% | +14.7% | -24.3% | -16.4% |
| 3M | -11.1% | +11.1% | -22.2% | -17.1% |
| 6M | +3.9% | +45.6% | -41.7% | -20.4% |
| YTD | -8.5% | +17.1% | -25.6% | -21.1% |
| 1Y | +3.3% | +13.2% | -9.9% | -8.3% |
| 3Y | +213.7% | -22.2% | +235.9% | +246.7% |
| All | +213.7% | -21.8% | +235.5% | +246.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling