-29.4%
AFRM vs CRL
+32.2%
-61.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -3.5% |
| 7D | -7.5% | +4.4% | -11.9% | -11.5% |
| 30D | -15.7% | +17.1% | -32.8% | -26.8% |
| 3M | -9.6% | +32.1% | -41.7% | -28.6% |
| 6M | +6.3% | +98.9% | -92.7% | -40.4% |
| YTD | -8.6% | +77.1% | -85.7% | -45.0% |
| 1Y | -7.6% | +110.3% | -117.9% | -51.9% |
| 3Y | +173.7% | +108.5% | +65.2% | +13.5% |
| 5Y | -56.9% | -7.9% | -49.0% | -55.6% |
| All | -29.4% | +32.2% | -61.6% | -41.0% |
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