-27.7%
AFRM vs CPB
-36.3%
+8.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.7% | -8.6% | -7.8% |
| 7D | -6.9% | +11.6% | -18.5% | -5.6% |
| 30D | -7.0% | +23.3% | -30.3% | -4.3% |
| 3M | -11.2% | +1.6% | -12.9% | -11.0% |
| 6M | +4.3% | +13.9% | -9.7% | +6.7% |
| YTD | -6.4% | -11.7% | +5.3% | -8.9% |
| 1Y | -2.6% | -18.2% | +15.6% | -6.7% |
| 3Y | +210.6% | -35.2% | +245.7% | +183.7% |
| 5Y | -57.6% | -30.5% | -27.0% | -57.0% |
| All | -27.7% | -36.3% | +8.6% | -25.3% |
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