+150.0%
C vs AFRM
-20.4%
+170.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +3.6% | -7.0% | +10.6% | +4.4% |
| 30D | +0.1% | -7.8% | +7.9% | +0.9% |
| 3M | +2.4% | +5.3% | -2.9% | +1.4% |
| 6M | +24.9% | +42.6% | -17.7% | +19.2% |
| YTD | +19.8% | -2.8% | +22.6% | +19.0% |
| 1Y | +44.9% | -19.3% | +64.2% | +46.0% |
| 3Y | +263.0% | +231.0% | +32.0% | +205.8% |
| 5Y | +129.5% | -22.2% | +151.8% | +87.7% |
| All | +150.0% | -20.4% | +170.4% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling