+242.7%
CAT vs AFRM
-27.6%
+270.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.6% | +0.9% |
| 7D | +9.3% | -5.5% | +14.8% | +9.8% |
| 30D | -21.5% | -15.5% | -6.0% | -20.4% |
| 3M | -29.1% | -10.3% | -18.8% | -28.6% |
| 6M | -33.4% | +0.6% | -34.0% | -33.7% |
| YTD | +6.6% | -11.5% | +18.1% | +6.5% |
| 1Y | +6.5% | -16.6% | +23.1% | +6.9% |
| 3Y | +162.7% | +193.5% | -30.9% | +131.7% |
| 5Y | +214.2% | -55.8% | +270.0% | +172.7% |
| All | +242.7% | -27.6% | +270.3% | +195.4% |
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 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