+105.9%
CFG vs AFRM
-25.2%
+131.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.1% | +3.0% |
| 7D | +0.3% | -7.5% | +7.8% | +1.2% |
| 30D | +3.2% | -15.7% | +18.9% | +5.3% |
| 3M | -9.7% | -9.6% | -0.1% | -8.9% |
| 6M | +3.6% | +6.3% | -2.6% | +2.0% |
| YTD | +14.7% | -8.6% | +23.3% | +14.2% |
| 1Y | +29.6% | -7.6% | +37.2% | +28.6% |
| 3Y | +190.6% | +173.7% | +16.9% | +144.9% |
| 5Y | +67.1% | -56.9% | +124.0% | +33.9% |
| All | +105.9% | -25.2% | +131.0% | +65.6% |
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