+55.7%
CARR vs AFRM
-20.4%
+76.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.4% |
| 7D | +1.6% | -7.0% | +8.5% | +2.4% |
| 30D | -8.7% | -7.8% | -0.9% | -8.0% |
| 3M | -12.6% | +5.3% | -17.9% | -13.3% |
| 6M | -1.5% | +42.6% | -44.2% | -6.1% |
| YTD | +14.3% | -2.8% | +17.1% | +13.4% |
| 1Y | -4.6% | -19.3% | +14.7% | -3.9% |
| 3Y | +7.3% | +231.0% | -223.6% | -12.4% |
| 5Y | +11.6% | -22.2% | +33.9% | -10.7% |
| All | +55.7% | -20.4% | +76.1% | +23.3% |
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