+16.5%
CME vs AFRM
-16.7%
+33.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.7% |
| 7D | +3.9% | -4.4% | +8.4% | +3.6% |
| 30D | +11.3% | -7.7% | +19.0% | +10.8% |
| 3M | +19.6% | -16.9% | +36.4% | +18.3% |
| 6M | +8.1% | +2.5% | +5.6% | +8.8% |
| YTD | +20.4% | -12.5% | +32.9% | +20.7% |
| 1Y | +16.5% | -11.0% | +27.5% | +16.5% |
| All | +16.5% | -16.7% | +33.2% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling