-16.1%
AFRM vs TW
-13.1%
-3.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.8% |
| 7D | +3.1% | -3.5% | +6.5% | +2.6% |
| 30D | -4.2% | +0.5% | -4.7% | -4.1% |
| 3M | +10.1% | +4.9% | +5.2% | +10.5% |
| 6M | +39.4% | -17.1% | +56.5% | +42.3% |
| YTD | -3.2% | -3.9% | +0.7% | -2.1% |
| 1Y | -16.1% | -13.3% | -2.8% | -19.4% |
| All | -16.1% | -13.1% | -3.0% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling