-16.6%
AFRM vs CAPR
+65.7%
-82.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.7% | +5.8% | -2.9% |
| 7D | -5.5% | +19.1% | -24.6% | -5.7% |
| 30D | -15.5% | +48.8% | -64.3% | -15.8% |
| 3M | -10.3% | +144.4% | -154.7% | -11.2% |
| 6M | +0.6% | -67.5% | +68.1% | +1.0% |
| YTD | -11.5% | -64.5% | +53.0% | -11.4% |
| 1Y | -16.6% | +74.4% | -91.1% | -20.3% |
| All | -16.6% | +65.7% | -82.3% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling