+5.9%
AFRM vs CRS
-3.8%
+9.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.4% |
| 7D | +3.1% | +4.3% | -1.2% | +2.0% |
| 30D | +1.1% | -25.5% | +26.6% | +7.6% |
| 3M | -3.2% | -48.7% | +45.5% | +13.2% |
| 6M | +12.7% | -31.6% | +44.3% | +20.3% |
| YTD | +1.6% | -7.0% | +8.6% | -1.5% |
| 1Y | +5.9% | -4.5% | +10.4% | -0.4% |
| All | +5.9% | -3.8% | +9.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling