+42.6%
CMI vs AFRM
-20.8%
+63.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.2% | -0.6% |
| 7D | +0.7% | -8.0% | +8.7% | +1.7% |
| 30D | -12.3% | -9.8% | -2.5% | -11.4% |
| 3M | -16.8% | +4.7% | -21.5% | -17.9% |
| 6M | +1.5% | +34.1% | -32.6% | -3.8% |
| YTD | +9.8% | -8.4% | +18.2% | +8.1% |
| 1Y | +42.6% | -22.9% | +65.5% | +40.4% |
| All | +42.6% | -20.8% | +63.3% | +40.4% |
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