-20.9%
AFRM vs CF
+227.0%
-247.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.0% |
| 7D | -7.0% | +6.0% | -13.0% | -8.2% |
| 30D | -7.8% | +14.8% | -22.6% | -10.7% |
| 3M | +5.3% | +14.1% | -8.7% | +1.6% |
| 6M | +42.6% | +28.5% | +14.1% | +28.0% |
| YTD | -2.8% | +74.9% | -77.7% | -21.9% |
| 1Y | -19.3% | +61.7% | -81.0% | -33.5% |
| 3Y | +231.0% | +80.3% | +150.6% | +152.9% |
| All | -20.9% | +227.0% | -247.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling