-29.3%
AFRM vs CRS
+1,371.4%
-1,400.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.4% |
| 7D | -8.0% | -0.5% | -7.5% | -7.8% |
| 30D | -9.8% | -18.1% | +8.3% | -0.1% |
| 3M | +4.7% | -12.4% | +17.1% | +10.6% |
| 6M | +34.1% | +15.9% | +18.2% | +19.9% |
| YTD | -8.4% | +45.8% | -54.3% | -29.5% |
| 1Y | -22.9% | +87.8% | -110.7% | -50.0% |
| 3Y | +203.3% | +648.7% | -445.4% | -14.4% |
| 5Y | -26.0% | +1,416.6% | -1,442.6% | -84.1% |
| All | -29.3% | +1,371.4% | -1,400.7% | -87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling