-20.9%
AFRM vs CAPR
+84.7%
-105.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -7.0% | -2.0% | -5.0% | -6.9% |
| 30D | -7.8% | +139.2% | -147.0% | -11.4% |
| 3M | +5.3% | -66.4% | +71.7% | +6.8% |
| 6M | +42.6% | -63.1% | +105.8% | +43.9% |
| YTD | -2.8% | -67.4% | +64.6% | -1.7% |
| 1Y | -19.3% | +58.2% | -77.6% | -32.4% |
| 3Y | +231.0% | +42.2% | +188.8% | +102.3% |
| All | -20.9% | +84.7% | -105.6% | -64.0% |
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