+229.9%
AFRM vs CAPR
+40.5%
+189.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.6% |
| 7D | -7.0% | -2.0% | -5.0% | -6.9% |
| 30D | -7.8% | +139.2% | -147.0% | -9.6% |
| 3M | +5.3% | -66.4% | +71.7% | +6.1% |
| 6M | +42.6% | -63.1% | +105.8% | +43.4% |
| YTD | -2.8% | -67.4% | +64.6% | -2.2% |
| 1Y | -19.3% | +58.2% | -77.6% | -25.7% |
| All | +229.9% | +40.5% | +189.4% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling