+3.3%
AFRM vs CP
+32.2%
-28.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | -7.3% | +2.8% | -10.1% | -8.1% |
| 30D | -9.6% | +10.2% | -19.8% | -12.6% |
| 3M | -11.1% | +2.4% | -13.4% | -11.4% |
| 6M | +3.9% | +7.7% | -3.8% | +1.2% |
| YTD | -8.5% | +26.0% | -34.5% | -18.1% |
| 1Y | +3.3% | +34.6% | -31.4% | -24.1% |
| All | +3.3% | +32.2% | -28.9% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling