+108.2%
COF vs AFRM
-25.0%
+133.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.0% | -0.6% |
| 7D | -2.7% | -8.0% | +5.4% | -1.4% |
| 30D | -3.4% | -9.8% | +6.4% | -2.0% |
| 3M | +15.4% | +4.7% | +10.7% | +14.3% |
| 6M | +14.4% | +34.1% | -19.7% | +8.8% |
| YTD | -12.0% | -8.4% | -3.5% | -11.8% |
| 1Y | -3.7% | -22.9% | +19.2% | -1.8% |
| 3Y | +121.1% | +203.3% | -82.2% | +79.2% |
| 5Y | +47.8% | -26.0% | +73.8% | +14.2% |
| All | +108.2% | -25.0% | +133.2% | +64.3% |
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