+181.4%
COR vs AFRM
-58.9%
+240.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.8% |
| 7D | +0.8% | -7.3% | +8.1% | +0.8% |
| 30D | +5.1% | -9.6% | +14.7% | +5.2% |
| 3M | +2.8% | -11.1% | +13.9% | +2.8% |
| 6M | +32.5% | +3.9% | +28.7% | +32.5% |
| YTD | -0.7% | -8.5% | +7.8% | -0.6% |
| 1Y | -6.7% | +3.3% | -10.0% | -6.7% |
| 3Y | +73.7% | +213.7% | -140.0% | +70.0% |
| All | +181.4% | -58.9% | +240.3% | +187.3% |
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