+39.9%
CMS vs AFRM
+210.7%
-170.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | -0.4% |
| 7D | +1.7% | -6.9% | +8.6% | +1.7% |
| 30D | +8.6% | -7.0% | +15.6% | +8.7% |
| 3M | -0.5% | -11.2% | +10.8% | -0.4% |
| 6M | -4.2% | +4.3% | -8.4% | -4.3% |
| YTD | +3.4% | -6.4% | +9.9% | +3.5% |
| 1Y | +0.4% | -2.6% | +3.0% | +0.4% |
| All | +39.9% | +210.7% | -170.8% | +34.4% |
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 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