+37.8%
CL vs AFRM
-23.4%
+61.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.8% | -0.1% |
| 7D | +5.9% | -6.9% | +12.9% | +5.9% |
| 30D | +13.8% | -7.0% | +20.7% | +13.8% |
| 3M | +6.4% | -11.2% | +17.6% | +6.4% |
| 6M | +15.6% | +4.3% | +11.4% | +15.6% |
| YTD | +27.9% | -6.4% | +34.3% | +27.9% |
| 1Y | +31.4% | -2.6% | +34.0% | +31.4% |
| 3Y | +41.4% | +210.6% | -169.2% | +40.7% |
| 5Y | +42.8% | -57.6% | +100.4% | +38.9% |
| All | +37.8% | -23.4% | +61.2% | +34.3% |
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