-24.9%
AFRM vs CRS
+1,425.6%
-1,450.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | +5.3% | -3.5% | +8.8% | +5.6% |
| 6M | +42.6% | +15.4% | +27.2% | +27.8% |
| YTD | -2.8% | +51.2% | -54.0% | -26.5% |
| 1Y | -19.3% | +98.3% | -117.6% | -49.3% |
| 3Y | +231.0% | +651.5% | -420.6% | -6.7% |
| 5Y | -22.2% | +1,411.1% | -1,433.4% | -83.5% |
| All | -24.9% | +1,425.6% | -1,450.5% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling