+79.1%
CME vs AFRM
-23.1%
+102.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | -0.2% |
| 7D | -1.6% | -7.0% | +5.4% | -1.5% |
| 30D | +6.2% | -7.8% | +14.0% | +6.4% |
| 3M | +10.4% | +5.3% | +5.1% | +10.2% |
| 6M | -9.5% | +42.6% | -52.2% | -10.4% |
| YTD | +6.0% | -2.8% | +8.8% | +5.8% |
| 1Y | +9.3% | -19.3% | +28.6% | +9.4% |
| 3Y | +57.7% | +231.0% | -173.3% | +46.8% |
| All | +79.1% | -23.1% | +102.2% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling