+230.8%
CORZ vs AFRM
+62.3%
+168.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.8% | -3.0% | -7.8% |
| 7D | -21.1% | -6.9% | -14.2% | -19.0% |
| 30D | -31.8% | -7.0% | -24.8% | -29.8% |
| 3M | -47.7% | -11.2% | -36.5% | -45.7% |
| 6M | -48.7% | +4.3% | -53.0% | -50.6% |
| YTD | -21.8% | -6.4% | -15.4% | -23.0% |
| 1Y | -47.8% | -2.6% | -45.2% | -49.9% |
| All | +230.8% | +62.3% | +168.5% | +128.3% |
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 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