-29.3%
AFRM vs CPB
-37.1%
+7.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.4% |
| 7D | -7.3% | +8.0% | -15.3% | -6.4% |
| 30D | -9.6% | +22.4% | -31.9% | -7.0% |
| 3M | -11.1% | +2.5% | -13.6% | -10.7% |
| 6M | +3.9% | +12.2% | -8.4% | +6.1% |
| YTD | -8.5% | -12.8% | +4.3% | -11.1% |
| 1Y | +3.3% | -19.2% | +22.4% | -1.2% |
| 3Y | +213.7% | -35.6% | +249.3% | +186.8% |
| 5Y | -58.5% | -31.4% | -27.1% | -58.0% |
| All | -29.3% | -37.1% | +7.8% | -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