+106.4%
CFG vs AFRM
-28.4%
+134.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +3.2% | -4.4% | +7.6% | +3.8% |
| 30D | +5.1% | -7.7% | +12.8% | +6.1% |
| 3M | -11.2% | -16.9% | +5.6% | -9.5% |
| 6M | +9.6% | +2.5% | +7.1% | +8.3% |
| YTD | +15.0% | -12.5% | +27.5% | +15.1% |
| 1Y | +29.9% | -11.0% | +40.9% | +29.5% |
| 3Y | +192.1% | +184.6% | +7.5% | +145.8% |
| 5Y | +62.3% | -56.3% | +118.6% | +30.9% |
| All | +106.4% | -28.4% | +134.8% | +66.9% |
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