-32.4%
AFRM vs COO
-30.5%
-1.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.8% |
| 7D | -4.4% | +0.5% | -4.9% | -4.9% |
| 30D | -7.7% | +14.2% | -21.8% | -19.2% |
| 3M | -16.9% | -18.2% | +1.3% | -0.7% |
| 6M | +2.5% | +5.3% | -2.9% | -9.4% |
| YTD | -12.5% | -23.6% | +11.0% | +10.0% |
| 1Y | -11.0% | -12.7% | +1.7% | -5.0% |
| 3Y | +184.6% | -24.2% | +208.8% | +223.4% |
| 5Y | -56.3% | -40.0% | -16.3% | -33.8% |
| All | -32.4% | -30.5% | -1.9% | +5.0% |
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