-29.4%
AFRM vs COO
-29.1%
-0.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -2.6% |
| 7D | -7.5% | +4.3% | -11.8% | -11.2% |
| 30D | -15.7% | +17.6% | -33.3% | -28.5% |
| 3M | -9.6% | -13.9% | +4.3% | +2.3% |
| 6M | +6.3% | +6.6% | -0.3% | -7.1% |
| YTD | -8.6% | -22.0% | +13.4% | +12.7% |
| 1Y | -7.6% | -8.8% | +1.2% | -5.7% |
| 3Y | +173.7% | -21.5% | +195.1% | +197.6% |
| 5Y | -56.9% | -41.0% | -15.9% | -35.9% |
| All | -29.4% | -29.1% | -0.3% | +7.6% |
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