+11.7%
CMI vs AFRM
+8.5%
+3.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.0% | -10.8% | -6.4% |
| 7D | -11.2% | +3.1% | -14.3% | -11.6% |
| 30D | -9.8% | +1.1% | -11.0% | -10.1% |
| 3M | -25.5% | -3.2% | -22.3% | -25.5% |
| 6M | -27.7% | +12.7% | -40.3% | -29.8% |
| YTD | -6.6% | +1.6% | -8.2% | -9.5% |
| 1Y | +11.7% | +5.9% | +5.8% | +7.9% |
| All | +11.7% | +8.5% | +3.1% | +7.9% |
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 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