+5.5%
AWK vs AFRM
-25.4%
+30.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -0.6% |
| 7D | 0.0% | -10.3% | +10.3% | +0.3% |
| 30D | +15.5% | -13.7% | +29.2% | +16.0% |
| 3M | +10.0% | -11.6% | +21.6% | +10.3% |
| 6M | +20.4% | +2.1% | +18.3% | +20.0% |
| YTD | +17.1% | -8.9% | +25.9% | +16.9% |
| 1Y | +18.3% | -9.7% | +28.0% | +18.0% |
| 3Y | +30.4% | +202.5% | -172.1% | +19.0% |
| 5Y | -2.7% | -55.3% | +52.7% | -12.3% |
| All | +5.5% | -25.4% | +30.9% | -5.8% |
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