+194.0%
AFRM vs CRL
+102.9%
+91.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -0.9% | -2.1% |
| 7D | -8.4% | -1.7% | -6.6% | -8.1% |
| 30D | -18.3% | +14.6% | -32.9% | -24.1% |
| 3M | -12.7% | +24.8% | -37.5% | -22.1% |
| 6M | +3.0% | +94.7% | -91.7% | -26.1% |
| YTD | -11.4% | +73.4% | -84.7% | -33.4% |
| 1Y | -13.3% | +104.7% | -118.0% | -39.7% |
| 3Y | +194.0% | +101.1% | +93.0% | +106.5% |
| All | +194.0% | +102.9% | +91.1% | +106.5% |
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