-24.9%
AFRM vs CAPR
+94.6%
-119.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -7.0% | -2.0% | -5.0% | -6.9% |
| 30D | -7.8% | +139.2% | -147.0% | -11.9% |
| 3M | +5.3% | -66.4% | +71.7% | +7.0% |
| 6M | +42.6% | -63.1% | +105.8% | +44.0% |
| YTD | -2.8% | -67.4% | +64.6% | -1.5% |
| 1Y | -19.3% | +58.2% | -77.6% | -34.0% |
| 3Y | +231.0% | +42.2% | +188.8% | +99.2% |
| 5Y | -22.2% | +87.3% | -109.5% | -62.8% |
| All | -24.9% | +94.6% | -119.5% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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