+92.3%
CME vs AFRM
-25.2%
+117.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.6% | -7.5% | +7.0% | -0.5% |
| 30D | +8.5% | -15.7% | +24.2% | +8.8% |
| 3M | +16.0% | -9.6% | +25.6% | +16.1% |
| 6M | +9.3% | +6.3% | +3.1% | +9.1% |
| YTD | +15.3% | -8.6% | +23.9% | +15.2% |
| 1Y | +14.4% | -7.6% | +22.0% | +14.2% |
| 3Y | +59.9% | +173.7% | -113.7% | +52.6% |
| 5Y | +69.4% | -56.9% | +126.3% | +57.4% |
| All | +92.3% | -25.2% | +117.4% | +76.0% |
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