+92.6%
COF vs AFRM
-28.4%
+121.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | -3.4% | -4.4% | +1.0% | -2.7% |
| 30D | +0.4% | -7.7% | +8.0% | +1.4% |
| 3M | -12.5% | -16.9% | +4.3% | -10.5% |
| 6M | +8.3% | +2.5% | +5.8% | +7.2% |
| YTD | -18.6% | -12.5% | -6.0% | -18.1% |
| 1Y | -8.6% | -11.0% | +2.4% | -8.4% |
| 3Y | +94.7% | +184.6% | -89.9% | +60.0% |
| 5Y | +35.3% | -56.3% | +91.6% | +3.3% |
| All | +92.6% | -28.4% | +121.0% | +52.6% |
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