+221.8%
AFRM vs CRS
+683.5%
-461.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.5% |
| 7D | -7.0% | -0.2% | -6.7% | -7.0% |
| 30D | -7.8% | -16.6% | +8.8% | +0.8% |
| 3M | +5.3% | -3.5% | +8.8% | +5.4% |
| 6M | +42.6% | +15.4% | +27.2% | +27.9% |
| YTD | -2.8% | +51.2% | -54.0% | -26.6% |
| 1Y | -19.3% | +98.3% | -117.6% | -49.9% |
| All | +221.8% | +683.5% | -461.6% | -22.4% |
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 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