+184.6%
AFRM vs CPB
-35.1%
+219.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.1% |
| 7D | -4.4% | -1.6% | -2.8% | -4.4% |
| 30D | -7.7% | +19.2% | -26.9% | -7.2% |
| 3M | -16.9% | -0.9% | -15.9% | -16.9% |
| 6M | +2.5% | +15.2% | -12.7% | +3.6% |
| YTD | -12.5% | -13.1% | +0.6% | -14.3% |
| 1Y | -11.0% | -22.4% | +11.4% | -13.7% |
| 3Y | +184.6% | -35.3% | +219.9% | +178.5% |
| All | +184.6% | -35.1% | +219.6% | +178.5% |
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