+229.9%
AFRM vs COO
-23.4%
+253.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.6% |
| 7D | -7.0% | -2.2% | -4.7% | -5.4% |
| 30D | -7.8% | -7.0% | -0.8% | -3.1% |
| 3M | +5.3% | +12.2% | -6.9% | -4.3% |
| 6M | +42.6% | -15.1% | +57.8% | +59.8% |
| YTD | -2.8% | -15.1% | +12.3% | +8.8% |
| 1Y | -19.3% | +2.3% | -21.6% | -22.8% |
| All | +229.9% | -23.4% | +253.3% | +277.3% |
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