-4.6%
CARR vs AFRM
-15.0%
+10.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.4% |
| 7D | +1.6% | -7.0% | +8.5% | +2.5% |
| 30D | -8.7% | -7.8% | -0.9% | -7.8% |
| 3M | -12.6% | +5.3% | -17.9% | -13.3% |
| 6M | -1.5% | +42.6% | -44.2% | -6.4% |
| YTD | +14.3% | -2.8% | +17.1% | +13.4% |
| 1Y | -4.6% | -19.3% | +14.7% | -8.5% |
| All | -4.6% | -15.0% | +10.4% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling