+29.1%
CAVA vs AFRM
+305.9%
-276.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.5% | -0.6% | -4.8% |
| 7D | -8.5% | -8.0% | -0.5% | -6.7% |
| 30D | -8.2% | -9.8% | +1.5% | -6.1% |
| 3M | -25.9% | +4.7% | -30.6% | -27.1% |
| 6M | -30.9% | +34.1% | -65.1% | -36.1% |
| YTD | -3.7% | -8.4% | +4.7% | -3.6% |
| 1Y | -13.4% | -22.9% | +9.5% | -10.9% |
| 3Y | +44.2% | +203.3% | -159.1% | +4.8% |
| All | +29.1% | +305.9% | -276.8% | -7.3% |
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 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