+278.0%
COR vs AFRM
-28.4%
+306.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.0% |
| 7D | +7.8% | -4.4% | +12.2% | +7.8% |
| 30D | +7.0% | -7.7% | +14.7% | +7.0% |
| 3M | +16.3% | -16.9% | +33.1% | +16.3% |
| 6M | +41.3% | +2.5% | +38.8% | +41.3% |
| YTD | +7.1% | -12.5% | +19.7% | +7.1% |
| 1Y | -0.8% | -11.0% | +10.2% | -0.8% |
| 3Y | +85.0% | +184.6% | -99.6% | +82.6% |
| 5Y | +203.9% | -56.3% | +260.2% | +199.4% |
| All | +278.0% | -28.4% | +306.4% | +272.9% |
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 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