-29.4%
AFRM vs CPB
-37.0%
+7.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.3% |
| 7D | -7.5% | +3.3% | -10.8% | -7.2% |
| 30D | -15.7% | +19.0% | -34.7% | -13.7% |
| 3M | -9.6% | +0.4% | -10.0% | -9.5% |
| 6M | +6.3% | +13.0% | -6.7% | +8.7% |
| YTD | -8.6% | -12.7% | +4.1% | -11.1% |
| 1Y | -7.6% | -20.9% | +13.3% | -11.9% |
| 3Y | +173.7% | -35.4% | +209.1% | +150.5% |
| 5Y | -56.9% | -32.3% | -24.6% | -56.5% |
| All | -29.4% | -37.0% | +7.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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