+155.2%
CB vs AFRM
-25.4%
+180.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | +0.3% |
| 7D | -1.0% | -10.3% | +9.2% | -0.9% |
| 30D | +7.3% | -13.7% | +21.0% | +7.5% |
| 3M | +7.0% | -11.6% | +18.6% | +7.2% |
| 6M | +16.3% | +2.1% | +14.3% | +16.1% |
| YTD | +19.7% | -8.9% | +28.6% | +19.6% |
| 1Y | +27.8% | -9.7% | +37.5% | +27.7% |
| 3Y | +72.0% | +202.5% | -130.4% | +65.2% |
| 5Y | +104.9% | -55.3% | +160.2% | +94.6% |
| All | +155.2% | -25.4% | +180.6% | +145.1% |
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