-20.9%
AFRM vs CDW
-19.1%
-1.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.7% |
| 7D | -7.0% | +3.2% | -10.1% | -9.8% |
| 30D | -7.8% | +9.3% | -17.1% | -15.9% |
| 3M | +5.3% | +9.8% | -4.5% | -7.0% |
| 6M | +42.6% | +23.3% | +19.3% | +3.3% |
| YTD | -2.8% | +13.7% | -16.4% | -23.5% |
| 1Y | -19.3% | -6.5% | -12.8% | -20.9% |
| 3Y | +231.0% | -25.2% | +256.2% | +294.2% |
| All | -20.9% | -19.1% | -1.8% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling