-29.6%
AFRM vs TW
+103.8%
-133.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.4% |
| 7D | -10.3% | +2.8% | -13.1% | -12.0% |
| 30D | -13.7% | +18.1% | -31.8% | -23.3% |
| 3M | -11.6% | +25.2% | -36.8% | -24.8% |
| 6M | +2.1% | +19.1% | -17.0% | -12.6% |
| YTD | -8.9% | +21.9% | -30.8% | -25.6% |
| 1Y | -9.7% | +18.9% | -28.6% | -24.8% |
| 3Y | +202.5% | +41.7% | +160.7% | +82.9% |
| 5Y | -55.3% | +40.4% | -95.7% | -75.7% |
| All | -29.6% | +103.8% | -133.4% | -66.5% |
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