+31.3%
CMG vs AFRM
-25.4%
+56.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.6% |
| 7D | +4.1% | -10.3% | +14.3% | +5.6% |
| 30D | +20.5% | -13.7% | +34.2% | +22.7% |
| 3M | +14.5% | -11.6% | +26.1% | +15.8% |
| 6M | +14.8% | +2.1% | +12.7% | +13.5% |
| YTD | -1.0% | -8.9% | +7.9% | -1.3% |
| 1Y | +22.9% | -9.7% | +32.6% | +22.3% |
| 3Y | -13.6% | +202.5% | -216.1% | -31.5% |
| 5Y | +0.9% | -55.3% | +56.2% | -15.4% |
| All | +31.3% | -25.4% | +56.7% | +5.9% |
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