-29.3%
AFRM vs CF
+192.4%
-221.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -7.3% | -3.2% | -4.1% | -6.9% |
| 30D | -9.6% | +4.3% | -13.9% | -10.5% |
| 3M | -11.1% | +2.8% | -13.9% | -12.3% |
| 6M | +3.9% | +0.6% | +3.2% | +2.1% |
| YTD | -8.5% | +56.6% | -65.1% | -23.7% |
| 1Y | +3.3% | +49.6% | -46.4% | -12.8% |
| 3Y | +213.7% | +61.5% | +152.2% | +151.3% |
| 5Y | -58.5% | +124.0% | -182.5% | -68.1% |
| All | -29.3% | +192.4% | -221.7% | -46.9% |
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