+99.4%
CME vs AFRM
-25.4%
+124.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +2.2% |
| 7D | +2.5% | -10.3% | +12.7% | +2.6% |
| 30D | +13.9% | -13.7% | +27.7% | +14.1% |
| 3M | +22.4% | -11.6% | +33.9% | +22.5% |
| 6M | +12.9% | +2.1% | +10.8% | +12.7% |
| YTD | +19.6% | -8.9% | +28.5% | +19.5% |
| 1Y | +17.7% | -9.7% | +27.4% | +17.6% |
| 3Y | +65.3% | +202.5% | -137.1% | +57.3% |
| 5Y | +75.1% | -55.3% | +130.5% | +62.8% |
| All | +99.4% | -25.4% | +124.8% | +82.5% |
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