-29.6%
AFRM vs CRL
+28.2%
-57.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.5% |
| 7D | -10.3% | +5.0% | -15.3% | -13.8% |
| 30D | -13.7% | +13.5% | -27.2% | -23.4% |
| 3M | -11.6% | +21.5% | -33.1% | -25.7% |
| 6M | +2.1% | +103.4% | -101.3% | -43.7% |
| YTD | -8.9% | +71.8% | -80.6% | -43.9% |
| 1Y | -9.7% | +97.5% | -107.2% | -50.6% |
| 3Y | +202.5% | +99.2% | +103.2% | +30.9% |
| 5Y | -55.3% | -12.1% | -43.2% | -52.6% |
| All | -29.6% | +28.2% | -57.8% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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