+405.8%
CAH vs AFRM
-20.4%
+426.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | +5.4% | -7.0% | +12.3% | +5.5% |
| 30D | +3.3% | -7.8% | +11.1% | +3.4% |
| 3M | +22.8% | +5.3% | +17.5% | +22.6% |
| 6M | +11.3% | +42.6% | -31.4% | +10.5% |
| YTD | +21.1% | -2.8% | +23.9% | +21.0% |
| 1Y | +67.2% | -19.3% | +86.5% | +67.4% |
| 3Y | +195.6% | +231.0% | -35.3% | +183.5% |
| 5Y | +413.8% | -22.2% | +436.1% | +385.6% |
| All | +405.8% | -20.4% | +426.2% | +372.2% |
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