+5.0%
CARR vs AFRM
+221.8%
-216.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +3.2% | +3.1% | +0.2% | +2.8% |
| 30D | -7.7% | -4.2% | -3.4% | -7.2% |
| 3M | -11.9% | +10.1% | -22.0% | -13.2% |
| 6M | +2.0% | +39.4% | -37.4% | -3.2% |
| YTD | +13.2% | -3.2% | +16.3% | +12.2% |
| 1Y | -8.5% | -16.1% | +7.5% | -8.2% |
| 3Y | +5.0% | +220.8% | -215.8% | -16.2% |
| All | +5.0% | +221.8% | -216.8% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling