-21.6%
AFRM vs CF
+173.5%
-195.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.4% | +9.4% | +5.8% |
| 7D | +3.1% | -6.9% | +10.0% | +4.3% |
| 30D | +1.1% | -3.7% | +4.9% | +1.6% |
| 3M | -3.2% | -5.0% | +1.7% | -3.2% |
| 6M | +12.7% | -10.5% | +23.2% | +13.4% |
| YTD | +1.6% | +46.5% | -45.0% | -14.3% |
| 1Y | +5.9% | +34.8% | -29.0% | -8.3% |
| 3Y | +237.0% | +46.7% | +190.3% | +175.9% |
| 5Y | -55.1% | +112.0% | -167.2% | -65.1% |
| All | -21.6% | +173.5% | -195.1% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling