-56.9%
AFRM vs CAPR
+160.6%
-217.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.6% | -0.5% |
| 7D | -7.5% | +36.0% | -43.6% | -8.6% |
| 30D | -15.7% | +25.8% | -41.5% | -16.5% |
| 3M | -9.6% | +140.8% | -150.4% | -13.4% |
| 6M | +6.3% | -67.6% | +73.9% | +7.7% |
| YTD | -8.6% | -65.9% | +57.3% | -7.9% |
| 1Y | -7.6% | +66.1% | -73.7% | -22.2% |
| 3Y | +173.7% | +256.9% | -83.2% | +30.4% |
| 5Y | -56.9% | +172.1% | -229.0% | -81.9% |
| All | -56.9% | +160.6% | -217.5% | -81.9% |
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 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