+184.6%
AFRM vs CRS
+343.5%
-158.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.1% |
| 7D | -4.4% | +4.8% | -9.2% | -6.6% |
| 30D | -7.7% | -23.2% | +15.5% | +2.4% |
| 3M | -16.9% | -45.5% | +28.6% | +8.3% |
| 6M | +2.5% | -33.1% | +35.6% | +18.8% |
| YTD | -12.5% | -7.2% | -5.3% | -17.4% |
| 1Y | -11.0% | -10.0% | -1.0% | -14.7% |
| 3Y | +184.6% | +332.3% | -147.7% | +6.0% |
| All | +184.6% | +343.5% | -158.9% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling