+213.7%
AFRM vs COO
-25.3%
+239.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.1% |
| 7D | -7.3% | +4.7% | -12.0% | -9.7% |
| 30D | -9.6% | +13.9% | -23.5% | -16.5% |
| 3M | -11.1% | -14.9% | +3.9% | -2.4% |
| 6M | +3.9% | +2.0% | +1.8% | -0.8% |
| YTD | -8.5% | -23.9% | +15.4% | +8.3% |
| 1Y | +3.3% | -9.6% | +12.9% | +7.1% |
| 3Y | +213.7% | -25.4% | +239.2% | +310.7% |
| All | +213.7% | -25.3% | +239.1% | +310.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling