+41.9%
CMI vs AFRM
-15.0%
+56.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +3.1% |
| 7D | -0.7% | -7.0% | +6.2% | +0.1% |
| 30D | -13.4% | -7.8% | -5.6% | -12.7% |
| 3M | -17.0% | +5.3% | -22.3% | -18.1% |
| 6M | -1.6% | +42.6% | -44.3% | -7.4% |
| YTD | +11.0% | -2.8% | +13.8% | +8.5% |
| 1Y | +41.9% | -19.3% | +61.2% | +38.5% |
| All | +41.9% | -15.0% | +56.9% | +38.5% |
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