-24.9%
AFRM vs CPB
-41.8%
+16.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -3.1% |
| 7D | -7.0% | -8.6% | +1.6% | -8.1% |
| 30D | -7.8% | -7.2% | -0.6% | -8.8% |
| 3M | +5.3% | +0.9% | +4.4% | +5.7% |
| 6M | +42.6% | -11.8% | +54.5% | +39.2% |
| YTD | -2.8% | -19.4% | +16.6% | -6.6% |
| 1Y | -19.3% | -30.4% | +11.1% | -24.5% |
| 3Y | +231.0% | -40.2% | +271.1% | +200.3% |
| 5Y | -22.2% | -39.5% | +17.3% | -23.1% |
| All | -24.9% | -41.8% | +16.9% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling