-25.9%
AFRM vs CGNX
-21.4%
-4.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +2.0% |
| 7D | -1.3% | +3.2% | -4.4% | -3.5% |
| 30D | -2.7% | +6.0% | -8.7% | -7.8% |
| 3M | +7.4% | +3.5% | +3.9% | +1.5% |
| 6M | +40.7% | +26.3% | +14.4% | +12.7% |
| YTD | -4.0% | +79.2% | -83.3% | -52.8% |
| 1Y | -12.2% | +43.8% | -56.0% | -47.8% |
| 3Y | +203.1% | +52.0% | +151.1% | +44.2% |
| 5Y | -42.2% | -24.0% | -18.2% | -31.4% |
| All | -25.9% | -21.4% | -4.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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