+51.1%
COF vs AFRM
-21.7%
+72.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +1.2% | +3.1% | -1.8% | +0.7% |
| 30D | -1.4% | -4.2% | +2.8% | -0.8% |
| 3M | +19.0% | +10.1% | +8.9% | +16.7% |
| 6M | +14.9% | +39.4% | -24.5% | +7.6% |
| YTD | -10.7% | -3.2% | -7.5% | -11.3% |
| 1Y | -1.3% | -16.1% | +14.8% | -0.4% |
| 3Y | +124.3% | +220.8% | -96.5% | +70.9% |
| 5Y | +51.1% | -17.7% | +68.8% | +10.7% |
| All | +51.1% | -21.7% | +72.9% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling