+221.8%
AFRM vs TW
+26.6%
+195.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -7.0% | -2.3% | -4.6% | -6.6% |
| 30D | -7.8% | +3.9% | -11.7% | -8.5% |
| 3M | +5.3% | +5.7% | -0.4% | +3.4% |
| 6M | +42.6% | -14.5% | +57.2% | +49.1% |
| YTD | -2.8% | -0.9% | -1.9% | -3.8% |
| 1Y | -19.3% | -13.5% | -5.8% | -15.8% |
| All | +221.8% | +26.6% | +195.2% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling