+630.3%
PWR vs AFRM
-25.1%
+655.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +6.5% |
| 7D | -12.9% | -7.3% | -5.6% | -12.1% |
| 30D | -22.8% | -9.6% | -13.3% | -22.0% |
| 3M | -19.0% | -11.1% | -7.9% | -18.2% |
| 6M | -31.1% | +3.9% | -35.0% | -31.9% |
| YTD | +28.3% | -8.5% | +36.7% | +27.7% |
| 1Y | +22.2% | +3.3% | +19.0% | +19.7% |
| 3Y | +222.2% | +213.7% | +8.5% | +164.9% |
| 5Y | +364.2% | -58.5% | +422.7% | +294.9% |
| All | +630.3% | -25.1% | +655.3% | +496.9% |
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