-24.9%
AFRM vs CDW
+22.3%
-47.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.7% |
| 3M | +5.3% | +9.8% | -4.5% | -6.7% |
| 6M | +42.6% | +23.3% | +19.3% | +4.5% |
| YTD | -2.8% | +13.7% | -16.4% | -22.8% |
| 1Y | -19.3% | -6.5% | -12.8% | -21.0% |
| 3Y | +231.0% | -25.2% | +256.2% | +294.9% |
| 5Y | -22.2% | -19.5% | -2.8% | -18.8% |
| All | -24.9% | +22.3% | -47.2% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling