-29.6%
AFRM vs CP
+34.0%
-63.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -10.3% | -0.7% | -9.6% | -9.7% |
| 30D | -13.7% | +9.6% | -23.4% | -20.8% |
| 3M | -11.6% | +2.2% | -13.8% | -13.5% |
| 6M | +2.1% | +11.1% | -9.0% | -8.4% |
| YTD | -8.9% | +28.2% | -37.0% | -30.7% |
| 1Y | -9.7% | +32.2% | -41.9% | -33.4% |
| 3Y | +202.5% | +35.5% | +166.9% | +119.7% |
| 5Y | -55.3% | +26.8% | -82.1% | -64.3% |
| All | -29.6% | +34.0% | -63.6% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling