+94.4%
CAVA vs AFRM
+167.0%
-72.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | -0.1% | -2.4% |
| 7D | +0.1% | -8.4% | +8.5% | +2.3% |
| 30D | +12.6% | -18.3% | +30.9% | +18.2% |
| 3M | -1.9% | -12.7% | +10.8% | +1.0% |
| 6M | -23.9% | +3.0% | -27.0% | -25.3% |
| YTD | +2.9% | -11.4% | +14.3% | +3.5% |
| 1Y | +21.6% | -13.3% | +34.9% | +22.5% |
| 3Y | +94.4% | +194.0% | -99.7% | +65.3% |
| All | +94.4% | +167.0% | -72.6% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling