+220.9%
AFRM vs CAPR
+200.7%
+20.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.6% | -4.3% | -7.8% |
| 7D | -6.9% | +29.7% | -36.6% | -7.4% |
| 30D | -7.0% | +11.0% | -17.9% | -7.2% |
| 3M | -11.2% | +118.8% | -130.1% | -12.9% |
| 6M | +4.3% | -73.9% | +78.2% | +5.4% |
| YTD | -6.4% | -70.2% | +63.8% | -5.8% |
| 1Y | -2.6% | +38.3% | -40.9% | -9.5% |
| All | +220.9% | +200.7% | +20.2% | +123.9% |
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