+173.7%
AFRM vs CAPR
+242.0%
-68.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.6% | -0.3% |
| 7D | -7.5% | +36.0% | -43.6% | -8.1% |
| 30D | -15.7% | +25.8% | -41.5% | -16.1% |
| 3M | -9.6% | +140.8% | -150.4% | -11.5% |
| 6M | +6.3% | -67.6% | +73.9% | +7.0% |
| YTD | -8.6% | -65.9% | +57.3% | -8.2% |
| 1Y | -7.6% | +66.1% | -73.7% | -14.8% |
| 3Y | +173.7% | +256.9% | -83.2% | +62.9% |
| All | +173.7% | +242.0% | -68.4% | +62.9% |
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 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