-20.9%
AFRM vs CRL
-35.5%
+14.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -1.4% |
| 7D | -7.0% | -1.0% | -5.9% | -6.1% |
| 30D | -7.8% | +10.7% | -18.5% | -14.7% |
| 3M | +5.3% | +55.3% | -50.0% | -26.1% |
| 6M | +42.6% | +60.7% | -18.0% | -4.9% |
| YTD | -2.8% | +44.6% | -47.4% | -30.2% |
| 1Y | -19.3% | +77.7% | -97.1% | -52.5% |
| 3Y | +231.0% | +37.6% | +193.3% | +112.0% |
| All | -20.9% | -35.5% | +14.6% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling