+229.9%
AFRM vs CP
+17.1%
+212.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.9% |
| 7D | -7.0% | -2.7% | -4.3% | -4.5% |
| 30D | -7.8% | +0.2% | -8.0% | -7.9% |
| 3M | +5.3% | +2.6% | +2.7% | +2.2% |
| 6M | +42.6% | +6.0% | +36.7% | +33.1% |
| YTD | -2.8% | +24.9% | -27.7% | -24.7% |
| 1Y | -19.3% | +20.1% | -39.4% | -34.8% |
| All | +229.9% | +17.1% | +212.8% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling