-56.0%
AFRM vs CAPR
+172.3%
-228.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | -0.8% |
| 7D | -4.4% | +5.9% | -10.3% | -4.7% |
| 30D | -7.7% | +44.6% | -52.3% | -9.1% |
| 3M | -16.9% | +126.4% | -143.2% | -20.2% |
| 6M | +2.5% | -68.6% | +71.1% | +3.8% |
| YTD | -12.5% | -67.0% | +54.5% | -11.9% |
| 1Y | -11.0% | +65.2% | -76.2% | -25.2% |
| 3Y | +184.6% | +235.6% | -51.0% | +37.6% |
| All | -56.0% | +172.3% | -228.3% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling