+3.8%
CAT vs AFRM
-14.4%
+18.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.0% |
| 7D | -6.3% | -8.4% | +2.1% | -5.3% |
| 30D | -26.8% | -18.3% | -8.5% | -25.0% |
| 3M | -30.0% | -12.7% | -17.3% | -29.1% |
| 6M | -34.6% | +3.0% | -37.6% | -35.5% |
| YTD | +2.9% | -11.4% | +14.3% | +2.5% |
| All | +3.8% | -14.4% | +18.2% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling