+63.2%
CME vs AFRM
+203.8%
-140.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.5% |
| 7D | +0.9% | -7.3% | +8.2% | +0.7% |
| 30D | +13.2% | -9.6% | +22.7% | +12.9% |
| 3M | +16.3% | -11.1% | +27.3% | +16.0% |
| 6M | +7.1% | +3.9% | +3.3% | +7.5% |
| YTD | +15.8% | -8.5% | +24.3% | +16.1% |
| 1Y | +17.1% | +3.3% | +13.8% | +17.7% |
| 3Y | +63.2% | +213.7% | -150.6% | +70.0% |
| All | +63.2% | +203.8% | -140.6% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling