-29.3%
AFRM vs CAPR
+86.3%
-115.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.4% |
| 7D | -7.3% | +41.1% | -48.4% | -8.7% |
| 30D | -9.6% | +11.1% | -20.7% | -10.1% |
| 3M | -11.1% | +115.3% | -126.4% | -14.9% |
| 6M | +3.9% | -73.8% | +77.7% | +6.4% |
| YTD | -8.5% | -68.8% | +60.3% | -7.4% |
| 1Y | +3.3% | +43.3% | -40.1% | -14.0% |
| 3Y | +213.7% | +214.7% | -1.0% | +56.1% |
| 5Y | -58.5% | +141.3% | -199.8% | -81.2% |
| All | -29.3% | +86.3% | -115.7% | -66.9% |
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