+33.0%
CAVA vs AFRM
+287.8%
-254.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | -1.6% | -4.4% | +2.8% | -0.5% |
| 30D | +12.9% | -7.7% | +20.5% | +15.0% |
| 3M | -19.3% | -16.9% | -2.5% | -16.0% |
| 6M | -19.5% | +2.5% | -21.9% | -20.8% |
| YTD | -0.8% | -12.5% | +11.7% | +0.1% |
| 1Y | +20.8% | -11.0% | +31.8% | +21.1% |
| 3Y | +85.7% | +184.6% | -98.9% | +38.6% |
| All | +33.0% | +287.8% | -254.8% | -3.6% |
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