-20.9%
AFRM vs COO
-38.8%
+17.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.0% |
| 7D | -7.0% | -2.2% | -4.7% | -4.5% |
| 30D | -7.8% | -7.0% | -0.8% | -0.2% |
| 3M | +5.3% | +12.2% | -6.9% | -10.4% |
| 6M | +42.6% | -15.1% | +57.8% | +67.9% |
| YTD | -2.8% | -15.1% | +12.3% | +14.1% |
| 1Y | -19.3% | +2.3% | -21.6% | -26.8% |
| 3Y | +231.0% | -23.7% | +254.6% | +299.9% |
| All | -20.9% | -38.8% | +17.8% | +48.0% |
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