+42.9%
CMS vs AFRM
-25.1%
+67.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.1% |
| 7D | -1.3% | -7.3% | +6.0% | -1.2% |
| 30D | +6.3% | -9.6% | +15.9% | +6.4% |
| 3M | -2.1% | -11.1% | +9.0% | -1.9% |
| 6M | -5.1% | +3.9% | -8.9% | -5.2% |
| YTD | +1.3% | -8.5% | +9.7% | +1.2% |
| 1Y | -1.4% | +3.3% | -4.7% | -1.7% |
| 3Y | +36.9% | +213.7% | -176.8% | +32.5% |
| 5Y | +32.5% | -58.5% | +91.1% | +24.8% |
| All | +42.9% | -25.1% | +67.9% | +34.2% |
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