-1.5%
COF vs AFRM
-15.0%
+13.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.3% |
| 7D | +1.8% | -7.0% | +8.8% | +3.8% |
| 30D | -0.6% | -7.8% | +7.2% | +1.4% |
| 3M | +20.3% | +5.3% | +15.0% | +17.7% |
| 6M | +13.0% | +42.6% | -29.6% | +0.6% |
| YTD | -8.3% | -2.8% | -5.5% | -11.0% |
| 1Y | -1.5% | -19.3% | +17.8% | -1.4% |
| All | -1.5% | -15.0% | +13.6% | -1.4% |
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