+124.3%
COF vs AFRM
+221.8%
-97.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +1.2% | +3.1% | -1.8% | +0.6% |
| 30D | -1.4% | -4.2% | +2.8% | -0.7% |
| 3M | +19.0% | +10.1% | +8.9% | +16.1% |
| 6M | +14.9% | +39.4% | -24.5% | +5.9% |
| YTD | -10.7% | -3.2% | -7.5% | -11.7% |
| 1Y | -1.3% | -16.1% | +14.8% | -0.5% |
| 3Y | +124.3% | +220.8% | -96.5% | +70.9% |
| All | +124.3% | +221.8% | -97.5% | +70.9% |
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