-20.9%
AFRM vs TW
+23.1%
-44.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.2% |
| 7D | -7.0% | -2.3% | -4.6% | -5.5% |
| 30D | -7.8% | +3.9% | -11.7% | -10.5% |
| 3M | +5.3% | +5.7% | -0.4% | -2.0% |
| 6M | +42.6% | -14.5% | +57.2% | +55.8% |
| YTD | -2.8% | -0.9% | -1.9% | -8.4% |
| 1Y | -19.3% | -13.5% | -5.8% | -14.1% |
| 3Y | +231.0% | +25.0% | +206.0% | +97.7% |
| All | -20.9% | +23.1% | -44.1% | -41.7% |
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 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