-31.7%
AFRM vs TW
+105.4%
-137.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.5% |
| 7D | -5.5% | +3.2% | -8.7% | -7.5% |
| 30D | -15.5% | +19.7% | -35.2% | -25.5% |
| 3M | -10.3% | +26.8% | -37.1% | -24.4% |
| 6M | +0.6% | +20.9% | -20.2% | -14.8% |
| YTD | -11.5% | +22.9% | -34.4% | -28.1% |
| 1Y | -16.6% | +20.4% | -37.0% | -31.1% |
| 3Y | +193.5% | +42.9% | +150.7% | +76.6% |
| 5Y | -55.8% | +40.2% | -96.0% | -76.0% |
| All | -31.7% | +105.4% | -137.1% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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