-20.9%
AFRM vs CLBK
+42.8%
-63.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.0% | +1.2% | -8.2% | -7.7% |
| 30D | -7.8% | +9.1% | -16.9% | -13.9% |
| 3M | +5.3% | +27.7% | -22.4% | -13.2% |
| 6M | +42.6% | +40.8% | +1.8% | +9.2% |
| YTD | -2.8% | +66.4% | -69.2% | -35.2% |
| 1Y | -19.3% | +72.4% | -91.7% | -48.1% |
| 3Y | +231.0% | +50.7% | +180.3% | +140.5% |
| All | -20.9% | +42.8% | -63.7% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling