-29.3%
AFRM vs CLBK
+54.1%
-83.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.9% |
| 7D | -7.3% | +0.6% | -7.9% | -7.6% |
| 30D | -9.6% | +2.9% | -12.4% | -11.4% |
| 3M | -11.1% | +3.0% | -14.0% | -13.3% |
| 6M | +3.9% | +27.3% | -23.4% | -13.3% |
| YTD | -8.5% | +58.0% | -66.5% | -35.0% |
| 1Y | +3.3% | +62.4% | -59.1% | -28.3% |
| 3Y | +213.7% | +46.9% | +166.8% | +137.9% |
| 5Y | -58.5% | +25.3% | -83.8% | -65.7% |
| All | -29.3% | +54.1% | -83.4% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling