-58.3%
AFRM vs COO
-41.6%
-16.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -0.4% |
| 7D | -7.3% | +4.7% | -12.0% | -11.6% |
| 30D | -9.6% | +13.9% | -23.5% | -21.4% |
| 3M | -11.1% | -14.9% | +3.9% | +2.5% |
| 6M | +3.9% | +2.0% | +1.8% | -5.7% |
| YTD | -8.5% | -23.9% | +15.4% | +17.1% |
| 1Y | +3.3% | -9.6% | +12.9% | +5.9% |
| 3Y | +213.7% | -25.4% | +239.2% | +254.6% |
| All | -58.3% | -41.6% | -16.7% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling