+216.3%
CAT vs AFRM
-25.1%
+241.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | -10.3% | -7.3% | -3.0% | -9.7% |
| 30D | -31.2% | -9.6% | -21.6% | -30.7% |
| 3M | -34.7% | -11.1% | -23.6% | -34.2% |
| 6M | -39.5% | +3.9% | -43.3% | -40.0% |
| YTD | -1.7% | -8.5% | +6.8% | -2.0% |
| 1Y | -1.1% | +3.3% | -4.4% | -2.6% |
| 3Y | +143.9% | +213.7% | -69.9% | +113.8% |
| 5Y | +194.8% | -58.5% | +253.3% | +155.4% |
| All | +216.3% | -25.1% | +241.4% | +171.9% |
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