-19.3%
AFRM vs CLBK
+73.3%
-92.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.0% | +1.2% | -8.2% | -7.3% |
| 30D | -7.8% | +9.1% | -16.9% | -10.9% |
| 3M | +5.3% | +27.7% | -22.4% | -5.8% |
| 6M | +42.6% | +40.8% | +1.8% | +21.4% |
| YTD | -2.8% | +66.4% | -69.2% | -22.9% |
| 1Y | -19.3% | +72.4% | -91.7% | -40.2% |
| All | -19.3% | +73.3% | -92.6% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling