-31.7%
AFRM vs COO
-31.0%
-0.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -1.8% |
| 7D | -5.5% | -2.1% | -3.4% | -3.6% |
| 30D | -15.5% | +13.9% | -29.4% | -26.0% |
| 3M | -10.3% | -18.9% | +8.6% | +8.1% |
| 6M | +0.6% | +3.7% | -3.1% | -9.6% |
| YTD | -11.5% | -24.1% | +12.6% | +12.0% |
| 1Y | -16.6% | -14.2% | -2.4% | -9.2% |
| 3Y | +193.5% | -24.5% | +218.0% | +234.1% |
| 5Y | -55.8% | -40.4% | -15.4% | -32.6% |
| All | -31.7% | -31.0% | -0.7% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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