-0.8%
AWK vs AFRM
-20.4%
+19.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | +1.7% | -7.0% | +8.7% | +2.0% |
| 30D | +5.6% | -7.8% | +13.4% | +5.8% |
| 3M | +15.9% | +5.3% | +10.5% | +15.5% |
| 6M | +4.6% | +42.6% | -38.1% | +3.1% |
| YTD | +10.1% | -2.8% | +12.8% | +9.8% |
| 1Y | +2.1% | -19.3% | +21.4% | +2.3% |
| 3Y | +9.8% | +231.0% | -221.1% | -0.4% |
| 5Y | -15.4% | -22.2% | +6.9% | -24.5% |
| All | -0.8% | -20.4% | +19.6% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling