+163.7%
CMI vs AFRM
-21.4%
+185.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.8% |
| 7D | -0.7% | -1.3% | +0.5% | -0.6% |
| 30D | -12.4% | -2.7% | -9.7% | -12.3% |
| 3M | -14.8% | +7.4% | -22.2% | -15.6% |
| 6M | +0.8% | +40.7% | -39.9% | -2.8% |
| YTD | +10.2% | -4.0% | +14.2% | +9.5% |
| 1Y | +37.4% | -12.2% | +49.7% | +37.1% |
| 3Y | +153.3% | +203.1% | -49.8% | +121.6% |
| 5Y | +167.6% | -42.2% | +209.8% | +127.1% |
| All | +163.7% | -21.4% | +185.1% | +124.2% |
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