+194.9%
COR vs AFRM
-55.1%
+250.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +0.9% |
| 7D | +2.4% | -8.4% | +10.8% | +2.4% |
| 30D | +7.7% | -18.3% | +26.0% | +7.7% |
| 3M | +7.5% | -12.7% | +20.2% | +7.5% |
| 6M | +34.1% | +3.0% | +31.1% | +34.1% |
| 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% | +76.7% |
| 5Y | +194.9% | -50.6% | +245.5% | +203.8% |
| All | +194.9% | -55.1% | +250.0% | +203.8% |
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 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