-56.0%
AFRM vs TW
+41.2%
-97.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.7% |
| 7D | -4.4% | +3.9% | -8.3% | -7.0% |
| 30D | -7.7% | +19.9% | -27.6% | -19.3% |
| 3M | -16.9% | +25.9% | -42.8% | -30.3% |
| 6M | +2.5% | +21.1% | -18.7% | -14.1% |
| YTD | -12.5% | +23.9% | -36.4% | -30.4% |
| 1Y | -11.0% | +21.2% | -32.3% | -27.8% |
| 3Y | +184.6% | +44.8% | +139.8% | +56.2% |
| All | -56.0% | +41.2% | -97.2% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling