-29.3%
AFRM vs CP
+31.7%
-61.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -0.7% |
| 7D | -7.3% | +2.8% | -10.1% | -9.5% |
| 30D | -9.6% | +10.2% | -19.8% | -17.4% |
| 3M | -11.1% | +2.4% | -13.4% | -13.2% |
| 6M | +3.9% | +7.7% | -3.8% | -4.2% |
| YTD | -8.5% | +26.0% | -34.5% | -29.3% |
| 1Y | +3.3% | +34.6% | -31.4% | -25.2% |
| 3Y | +213.7% | +26.7% | +187.0% | +143.2% |
| 5Y | -58.5% | +24.9% | -83.4% | -66.3% |
| All | -29.3% | +31.7% | -61.0% | -42.0% |
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