+119.9%
CMI vs AFRM
-58.9%
+178.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.7% |
| 7D | -1.8% | -10.3% | +8.4% | -0.7% |
| 30D | -12.2% | -13.7% | +1.5% | -11.0% |
| 3M | -26.5% | -11.6% | -15.0% | -25.9% |
| 6M | -33.6% | +2.1% | -35.7% | -34.2% |
| YTD | -8.3% | -8.9% | +0.5% | -8.7% |
| 1Y | -1.3% | -9.7% | +8.5% | -1.7% |
| 3Y | +124.8% | +202.5% | -77.7% | +90.7% |
| 5Y | +119.9% | -55.3% | +175.2% | +78.1% |
| All | +119.9% | -58.9% | +178.8% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling