+184.6%
AFRM vs TW
+44.1%
+140.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -4.4% | +3.9% | -8.3% | -4.9% |
| 30D | -7.7% | +19.9% | -27.6% | -10.3% |
| 3M | -16.9% | +25.9% | -42.8% | -20.0% |
| 6M | +2.5% | +21.1% | -18.7% | -0.6% |
| YTD | -12.5% | +23.9% | -36.4% | -16.3% |
| 1Y | -11.0% | +21.2% | -32.3% | -14.2% |
| 3Y | +184.6% | +44.8% | +139.8% | +175.7% |
| All | +184.6% | +44.1% | +140.5% | +175.7% |
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