-29.3%
AFRM vs CBOE
+211.0%
-240.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.4% |
| 7D | -8.0% | -0.8% | -7.3% | -7.9% |
| 30D | -9.8% | +2.7% | -12.5% | -10.3% |
| 3M | +4.7% | +0.7% | +4.0% | +3.8% |
| 6M | +34.1% | -2.0% | +36.1% | +32.2% |
| YTD | -8.4% | +17.1% | -25.6% | -14.7% |
| 1Y | -22.9% | +26.5% | -49.4% | -30.0% |
| 3Y | +203.3% | +96.1% | +107.2% | +96.6% |
| 5Y | -26.0% | +149.3% | -175.3% | -61.2% |
| All | -29.3% | +211.0% | -240.3% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling