+213.7%
AFRM vs CRL
+86.4%
+127.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.8% | -10.1% | -5.5% |
| 7D | -7.3% | -6.1% | -1.2% | -5.4% |
| 30D | -9.6% | +12.4% | -22.0% | -15.1% |
| 3M | -11.1% | +27.1% | -38.2% | -21.0% |
| 6M | +3.9% | +85.7% | -81.9% | -23.1% |
| YTD | -8.5% | +69.2% | -77.7% | -29.9% |
| 1Y | +3.3% | +97.5% | -94.3% | -26.3% |
| 3Y | +213.7% | +86.1% | +127.6% | +159.0% |
| All | +213.7% | +86.4% | +127.3% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling