+281.7%
CORZ vs AFRM
+53.6%
+228.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.3% | +4.4% |
| 7D | -7.8% | -8.4% | +0.6% | -4.8% |
| 30D | -14.8% | -18.3% | +3.5% | -7.9% |
| 3M | -32.5% | -12.7% | -19.8% | -29.4% |
| 6M | -42.7% | +3.0% | -45.7% | -44.5% |
| YTD | -9.8% | -11.4% | +1.6% | -9.4% |
| 1Y | -31.9% | -13.3% | -18.6% | -31.4% |
| All | +281.7% | +53.6% | +228.1% | +168.7% |
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 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