-17.4%
AFRM vs CBOE
+155.8%
-173.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.0% | -3.6% | -3.3% | -6.4% |
| 30D | -7.8% | +5.1% | -12.9% | -8.9% |
| 3M | +5.3% | +4.6% | +0.7% | +3.3% |
| 6M | +42.6% | -0.3% | +42.9% | +39.6% |
| YTD | -2.8% | +19.8% | -22.5% | -11.8% |
| 1Y | -19.3% | +28.4% | -47.7% | -29.0% |
| 3Y | +231.0% | +104.1% | +126.9% | +71.5% |
| All | -17.4% | +155.8% | -173.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling