+80.5%
COR vs AFRM
+167.0%
-86.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +0.8% |
| 7D | +2.4% | -8.4% | +10.8% | +2.2% |
| 30D | +7.7% | -18.3% | +26.0% | +7.2% |
| 3M | +7.5% | -12.7% | +20.2% | +7.2% |
| 6M | +34.1% | +3.0% | +31.1% | +34.6% |
| YTD | +3.9% | -11.4% | +15.3% | +3.9% |
| 1Y | -3.6% | -13.3% | +9.7% | -3.6% |
| 3Y | +80.5% | +194.0% | -113.5% | +96.1% |
| All | +80.5% | +167.0% | -86.5% | +96.1% |
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