-32.4%
AFRM vs CRL
+26.4%
-58.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.6% |
| 30D | -7.7% | +11.9% | -19.6% | -17.1% |
| 3M | -16.9% | +20.2% | -37.0% | -29.5% |
| 6M | +2.5% | +107.5% | -105.0% | -44.4% |
| YTD | -12.5% | +69.4% | -81.9% | -45.7% |
| 1Y | -11.0% | +99.7% | -110.8% | -51.8% |
| 3Y | +184.6% | +98.8% | +85.8% | +22.7% |
| 5Y | -56.3% | -12.4% | -43.9% | -53.4% |
| All | -32.4% | +26.4% | -58.9% | -41.7% |
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