+49.8%
CARR vs AFRM
-21.4%
+71.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.6% | +0.9% |
| 7D | -3.8% | -1.3% | -2.5% | -3.6% |
| 30D | -8.9% | -2.7% | -6.2% | -8.7% |
| 3M | -17.3% | +7.4% | -24.8% | -18.2% |
| 6M | -1.4% | +40.7% | -42.1% | -5.8% |
| YTD | +10.0% | -4.0% | +14.0% | +9.3% |
| 1Y | -6.4% | -12.2% | +5.9% | -6.5% |
| 3Y | +1.5% | +203.1% | -201.6% | -16.3% |
| 5Y | +9.3% | -42.2% | +51.5% | -12.5% |
| All | +49.8% | -21.4% | +71.3% | +18.8% |
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