-17.7%
AFRM vs CBOE
+151.5%
-169.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +3.1% | -4.6% | +7.7% | +3.9% |
| 30D | -4.2% | +2.6% | -6.9% | -4.9% |
| 3M | +10.1% | +4.9% | +5.2% | +7.6% |
| 6M | +39.4% | -2.2% | +41.6% | +37.0% |
| YTD | -3.2% | +17.7% | -20.9% | -11.9% |
| 1Y | -16.1% | +26.1% | -42.1% | -25.9% |
| 3Y | +220.8% | +97.1% | +123.7% | +70.6% |
| 5Y | -17.7% | +149.2% | -166.8% | -68.8% |
| All | -17.7% | +151.5% | -169.2% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CBOE 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling