+392.1%
CAH vs AFRM
-20.7%
+412.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +0.5% | +3.1% | -2.6% | +0.4% |
| 30D | +1.7% | -4.2% | +5.9% | +1.8% |
| 3M | +17.9% | +10.1% | +7.8% | +17.6% |
| 6M | +10.9% | +39.4% | -28.5% | +10.2% |
| YTD | +17.9% | -3.2% | +21.0% | +17.7% |
| 1Y | +61.7% | -16.1% | +77.8% | +61.7% |
| 3Y | +183.7% | +220.8% | -37.0% | +172.3% |
| 5Y | +401.3% | -17.7% | +419.0% | +373.4% |
| All | +392.1% | -20.7% | +412.8% | +359.4% |
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