-9.7%
AFRM vs TW
+19.9%
-29.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +3.0% |
| 7D | -10.3% | +2.8% | -13.1% | -9.9% |
| 30D | -13.7% | +18.1% | -31.8% | -11.9% |
| 3M | -11.6% | +25.2% | -36.8% | -9.1% |
| 6M | +2.1% | +19.1% | -17.0% | +5.5% |
| YTD | -8.9% | +21.9% | -30.8% | -4.4% |
| 1Y | -9.7% | +18.9% | -28.6% | -2.9% |
| All | -9.7% | +19.9% | -29.6% | -2.9% |
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