-57.6%
AFRM vs CP
+27.2%
-84.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.2% | -7.1% |
| 7D | -6.9% | +6.1% | -13.0% | -12.7% |
| 30D | -7.0% | +9.8% | -16.7% | -16.1% |
| 3M | -11.2% | +2.7% | -14.0% | -14.1% |
| 6M | +4.3% | +12.8% | -8.5% | -10.4% |
| YTD | -6.4% | +28.2% | -34.6% | -32.8% |
| 1Y | -2.6% | +34.1% | -36.7% | -33.5% |
| 3Y | +210.6% | +28.9% | +181.7% | +117.9% |
| 5Y | -57.6% | +27.1% | -84.6% | -68.4% |
| All | -57.6% | +27.2% | -84.8% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling