+36.7%
CL vs AFRM
-27.6%
+64.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.1% |
| 7D | -0.8% | -5.5% | +4.7% | -0.8% |
| 30D | +9.5% | -15.5% | +24.9% | +9.5% |
| 3M | +6.6% | -10.3% | +16.9% | +6.6% |
| 6M | +13.2% | +0.6% | +12.6% | +13.3% |
| YTD | +26.9% | -11.5% | +38.4% | +26.9% |
| 1Y | +27.6% | -16.6% | +44.2% | +27.6% |
| 3Y | +39.1% | +193.5% | -154.4% | +38.4% |
| 5Y | +41.3% | -55.8% | +97.1% | +37.6% |
| All | +36.7% | -27.6% | +64.3% | +33.2% |
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