+213.7%
AFRM vs CPB
-36.0%
+249.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -7.3% | +8.0% | -15.3% | -7.2% |
| 30D | -9.6% | +22.4% | -31.9% | -9.2% |
| 3M | -11.1% | +2.5% | -13.6% | -11.0% |
| 6M | +3.9% | +12.2% | -8.4% | +4.6% |
| YTD | -8.5% | -12.8% | +4.3% | -10.2% |
| 1Y | +3.3% | -19.2% | +22.4% | +0.7% |
| 3Y | +213.7% | -35.6% | +249.3% | +192.9% |
| All | +213.7% | -36.0% | +249.7% | +192.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling