+4.7%
CARR vs AFRM
-56.8%
+61.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +3.5% | -4.4% | +7.9% | +4.1% |
| 30D | +0.4% | -7.7% | +8.0% | +1.4% |
| 3M | -14.1% | -16.9% | +2.8% | -12.2% |
| 6M | -16.7% | +2.5% | -19.2% | -17.5% |
| YTD | +4.2% | -12.5% | +16.7% | +4.4% |
| 1Y | -0.2% | -11.0% | +10.8% | -0.4% |
| 3Y | +10.9% | +184.6% | -173.7% | -12.2% |
| All | +4.7% | -56.8% | +61.4% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling