+37.3%
CMS vs AFRM
+232.3%
-195.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.2% |
| 7D | +0.4% | -7.0% | +7.3% | +0.4% |
| 30D | -3.6% | -7.8% | +4.2% | -3.5% |
| 3M | -1.9% | +5.3% | -7.2% | -2.0% |
| 6M | -11.0% | +42.6% | -53.6% | -11.5% |
| YTD | +0.2% | -2.8% | +3.0% | +0.2% |
| 1Y | -1.3% | -19.3% | +18.0% | -1.1% |
| All | +37.3% | +232.3% | -195.0% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling