-24.9%
AFRM vs COO
-22.8%
-2.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.1% |
| 7D | -7.0% | -2.2% | -4.7% | -4.6% |
| 30D | -7.8% | -7.0% | -0.8% | -0.6% |
| 3M | +5.3% | +12.2% | -6.9% | -9.5% |
| 6M | +42.6% | -15.1% | +57.8% | +66.5% |
| YTD | -2.8% | -15.1% | +12.3% | +13.2% |
| 1Y | -19.3% | +2.3% | -21.6% | -26.1% |
| 3Y | +231.0% | -23.7% | +254.6% | +301.9% |
| 5Y | -22.2% | -38.9% | +16.7% | +10.6% |
| All | -24.9% | -22.8% | -2.1% | +8.1% |
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