+194.0%
AFRM vs CBOE
+113.1%
+80.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.4% | -6.5% | -2.0% |
| 7D | -8.4% | +6.0% | -14.3% | -6.6% |
| 30D | -18.3% | +19.9% | -38.2% | -13.2% |
| 3M | -12.7% | +28.4% | -41.0% | -5.2% |
| 6M | +3.0% | +5.2% | -2.1% | +6.2% |
| YTD | -11.4% | +46.4% | -57.8% | +3.8% |
| 1Y | -13.3% | +41.8% | -55.1% | 0.0% |
| 3Y | +194.0% | +114.4% | +79.6% | +289.8% |
| All | +194.0% | +113.1% | +80.9% | +289.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling