+49.7%
CI vs AFRM
-25.4%
+75.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -0.6% |
| 7D | -1.3% | -10.3% | +9.0% | -1.2% |
| 30D | +6.4% | -13.7% | +20.1% | +6.6% |
| 3M | +10.7% | -11.6% | +22.2% | +10.8% |
| 6M | +5.5% | +2.1% | +3.4% | +5.3% |
| YTD | +11.4% | -8.9% | +20.2% | +11.3% |
| 1Y | +15.0% | -9.7% | +24.7% | +14.9% |
| 3Y | +9.0% | +202.5% | -193.5% | +5.8% |
| 5Y | +52.0% | -55.3% | +107.3% | +41.1% |
| All | +49.7% | -25.4% | +75.1% | +42.9% |
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