+100.0%
CFG vs AFRM
-25.1%
+125.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -0.9% | -7.3% | +6.4% | 0.0% |
| 30D | +1.1% | -9.6% | +10.6% | +2.2% |
| 3M | -12.0% | -11.1% | -0.9% | -11.1% |
| 6M | -2.2% | +3.9% | -6.1% | -3.5% |
| YTD | +11.4% | -8.5% | +19.9% | +10.9% |
| 1Y | +27.8% | +3.3% | +24.6% | +25.0% |
| 3Y | +173.3% | +213.7% | -40.4% | +127.1% |
| 5Y | +62.4% | -58.5% | +121.0% | +30.2% |
| All | +100.0% | -25.1% | +125.1% | +60.8% |
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