-25.2%
AFRM vs TW
+60.7%
-85.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +1.7% |
| 7D | +3.1% | -3.5% | +6.5% | +5.3% |
| 30D | -4.2% | +0.5% | -4.7% | -4.8% |
| 3M | +10.1% | +4.9% | +5.2% | +3.3% |
| 6M | +39.4% | -17.1% | +56.5% | +54.8% |
| YTD | -3.2% | -3.9% | +0.7% | -6.5% |
| 1Y | -16.1% | -13.3% | -2.8% | -11.9% |
| 3Y | +220.8% | +20.9% | +199.9% | +108.6% |
| 5Y | -17.7% | +20.5% | -38.2% | -48.2% |
| All | -25.2% | +60.7% | -85.9% | -58.0% |
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