+200.1%
PWR vs AFRM
+232.3%
-32.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | +3.6% | -7.0% | +10.6% | +4.6% |
| 30D | -8.6% | -7.8% | -0.8% | -7.7% |
| 3M | -13.2% | +5.3% | -18.5% | -14.3% |
| 6M | +9.9% | +42.6% | -32.7% | +2.9% |
| YTD | +48.0% | -2.8% | +50.8% | +46.2% |
| 1Y | +66.2% | -19.3% | +85.5% | +67.7% |
| All | +200.1% | +232.3% | -32.2% | +111.0% |
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 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