+122.1%
CFG vs AFRM
-20.4%
+142.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.3% |
| 7D | +1.5% | -7.0% | +8.5% | +2.4% |
| 30D | -3.8% | -7.8% | +4.0% | -3.0% |
| 3M | +11.5% | +5.3% | +6.2% | +10.3% |
| 6M | +19.2% | +42.6% | -23.5% | +12.9% |
| YTD | +23.7% | -2.8% | +26.5% | +22.6% |
| 1Y | +38.8% | -19.3% | +58.2% | +39.9% |
| 3Y | +178.9% | +231.0% | -52.1% | +129.8% |
| 5Y | +101.8% | -22.2% | +124.0% | +61.5% |
| All | +122.1% | -20.4% | +142.5% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling