+23.3%
CAVA vs AFRM
+304.9%
-281.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -12.4% | -8.5% | -3.9% | -10.6% |
| 30D | -11.2% | -11.4% | +0.2% | -8.8% |
| 3M | -33.8% | +8.2% | -42.0% | -35.3% |
| 6M | -32.5% | +36.6% | -69.1% | -37.9% |
| YTD | -8.0% | -8.7% | +0.7% | -7.9% |
| 1Y | -17.1% | -19.9% | +2.8% | -15.3% |
| 3Y | +37.8% | +202.6% | -164.8% | +0.2% |
| All | +23.3% | +304.9% | -281.6% | -11.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling