-31.7%
AFRM vs CP
+35.1%
-66.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.8% |
| 7D | -5.5% | +0.9% | -6.4% | -6.3% |
| 30D | -15.5% | +10.3% | -25.8% | -22.9% |
| 3M | -10.3% | +2.3% | -12.6% | -12.3% |
| 6M | +0.6% | +10.7% | -10.1% | -9.4% |
| YTD | -11.5% | +29.3% | -40.9% | -33.3% |
| 1Y | -16.6% | +31.5% | -48.1% | -38.1% |
| 3Y | +193.5% | +36.7% | +156.8% | +111.5% |
| 5Y | -55.8% | +26.8% | -82.6% | -65.0% |
| All | -31.7% | +35.1% | -66.8% | -45.3% |
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