+123.1%
C vs AFRM
-27.4%
+150.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | -0.4% | -8.4% | +8.0% | +0.6% |
| 30D | -5.2% | -18.3% | +13.1% | -3.0% |
| 3M | -9.1% | -12.7% | +3.6% | -8.0% |
| 6M | -1.6% | +3.0% | -4.6% | -2.6% |
| YTD | +6.9% | -11.4% | +18.3% | +7.1% |
| 1Y | +23.0% | -13.3% | +36.3% | +23.2% |
| 3Y | +216.1% | +194.0% | +22.1% | +170.9% |
| 5Y | +112.2% | -50.6% | +162.9% | +75.4% |
| All | +123.1% | -27.4% | +150.6% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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