-27.7%
AFRM vs CF
+190.4%
-218.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +6.2% | -14.0% | -8.9% |
| 7D | -6.9% | +0.4% | -7.3% | -7.1% |
| 30D | -7.0% | +2.2% | -9.2% | -7.6% |
| 3M | -11.2% | +2.1% | -13.3% | -12.3% |
| 6M | +4.3% | -6.5% | +10.8% | +4.1% |
| YTD | -6.4% | +55.6% | -62.0% | -21.9% |
| 1Y | -2.6% | +42.3% | -44.9% | -16.4% |
| 3Y | +210.6% | +55.7% | +154.8% | +151.4% |
| 5Y | -57.6% | +122.4% | -180.0% | -67.3% |
| All | -27.7% | +190.4% | -218.1% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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