+26.7%
AWK vs AFRM
+203.8%
-177.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.4% |
| 7D | +4.1% | -7.3% | +11.4% | +4.0% |
| 30D | +18.0% | -9.6% | +27.5% | +17.8% |
| 3M | +12.2% | -11.1% | +23.3% | +12.0% |
| 6M | +21.2% | +3.9% | +17.4% | +21.6% |
| YTD | +17.6% | -8.5% | +26.0% | +18.0% |
| 1Y | +19.2% | +3.3% | +16.0% | +19.8% |
| 3Y | +26.7% | +213.7% | -187.0% | +18.4% |
| All | +26.7% | +203.8% | -177.1% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling