+95.2%
CME vs AFRM
-27.4%
+122.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.5% |
| 7D | +1.7% | -8.4% | +10.0% | +1.8% |
| 30D | +10.2% | -18.3% | +28.4% | +10.4% |
| 3M | +17.8% | -12.7% | +30.5% | +17.9% |
| 6M | +11.0% | +3.0% | +8.0% | +10.8% |
| YTD | +17.0% | -11.4% | +28.4% | +17.0% |
| 1Y | +15.8% | -13.3% | +29.1% | +15.7% |
| 3Y | +61.8% | +194.0% | -132.3% | +54.0% |
| 5Y | +72.5% | -50.6% | +123.1% | +60.6% |
| All | +95.2% | -27.4% | +122.6% | +78.7% |
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