+99.1%
COF vs AFRM
+172.4%
-73.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -5.8% | -7.5% | +1.8% | -4.2% |
| 30D | -0.3% | -15.7% | +15.4% | +3.2% |
| 3M | -8.5% | -9.6% | +1.1% | -7.1% |
| 6M | +5.6% | +6.3% | -0.7% | +3.0% |
| YTD | -17.1% | -8.6% | -8.5% | -17.5% |
| 1Y | -7.4% | -7.6% | +0.2% | -8.3% |
| 3Y | +99.1% | +173.7% | -74.6% | +56.8% |
| All | +99.1% | +172.4% | -73.4% | +56.8% |
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