+213.5%
CAT vs AFRM
-23.4%
+236.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.8% | +1.5% | -5.7% |
| 7D | -14.5% | -6.9% | -7.6% | -14.0% |
| 30D | -35.7% | -7.0% | -28.8% | -35.4% |
| 3M | -36.3% | -11.2% | -25.1% | -35.8% |
| 6M | -38.5% | +4.3% | -42.8% | -39.1% |
| YTD | -2.5% | -6.4% | +3.9% | -3.0% |
| 1Y | -1.9% | -2.6% | +0.7% | -2.9% |
| 3Y | +139.2% | +210.6% | -71.4% | +109.8% |
| 5Y | +192.1% | -57.6% | +249.7% | +152.7% |
| All | +213.5% | -23.4% | +236.8% | +168.9% |
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 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