+5.2%
AWK vs AFRM
-25.2%
+30.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.2% | -7.5% | +8.8% | +1.4% |
| 30D | +15.8% | -15.7% | +31.5% | +16.3% |
| 3M | +11.0% | -9.6% | +20.6% | +11.2% |
| 6M | +21.0% | +6.3% | +14.7% | +20.4% |
| YTD | +16.7% | -8.6% | +25.3% | +16.5% |
| 1Y | +17.2% | -7.6% | +24.8% | +16.8% |
| 3Y | +29.2% | +173.7% | -144.5% | +18.5% |
| 5Y | -2.3% | -56.9% | +54.6% | -11.9% |
| All | +5.2% | -25.2% | +30.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling