-11.0%
AFRM vs CP
+31.6%
-42.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -4.4% | +2.1% | -6.6% | -5.0% |
| 30D | -7.7% | +9.3% | -17.0% | -9.8% |
| 3M | -16.9% | +0.5% | -17.3% | -16.9% |
| 6M | +2.5% | +10.4% | -7.9% | +0.2% |
| YTD | -12.5% | +28.7% | -41.2% | -17.8% |
| 1Y | -11.0% | +33.2% | -44.2% | -22.0% |
| All | -11.0% | +31.6% | -42.6% | -22.0% |
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 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