+359.7%
CAT vs AFRM
-20.4%
+380.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +1.9% |
| 7D | +1.7% | -7.0% | +8.7% | +2.3% |
| 30D | -6.6% | -7.8% | +1.2% | -6.0% |
| 3M | -13.3% | +5.3% | -18.6% | -13.9% |
| 6M | +11.6% | +42.6% | -31.0% | +7.8% |
| YTD | +42.9% | -2.8% | +45.7% | +42.0% |
| 1Y | +95.4% | -19.3% | +114.7% | +96.2% |
| 3Y | +196.6% | +231.0% | -34.4% | +158.5% |
| 5Y | +321.7% | -22.2% | +343.9% | +260.8% |
| All | +359.7% | -20.4% | +380.2% | +293.9% |
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