-27.7%
AFRM vs COO
-29.5%
+1.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.4% | -6.4% | -6.5% |
| 7D | -6.9% | +5.3% | -12.2% | -11.5% |
| 30D | -7.0% | +12.5% | -19.5% | -17.7% |
| 3M | -11.2% | -15.1% | +3.9% | +2.0% |
| 6M | +4.3% | +3.7% | +0.6% | -6.1% |
| YTD | -6.4% | -22.5% | +16.1% | +16.2% |
| 1Y | -2.6% | -7.8% | +5.2% | -1.8% |
| 3Y | +210.6% | -24.1% | +234.7% | +252.7% |
| 5Y | -57.6% | -40.1% | -17.5% | -36.9% |
| All | -27.7% | -29.5% | +1.8% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling