+420.1%
CORZ vs AFRM
+68.5%
+351.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.9% |
| 7D | +8.4% | -7.0% | +15.3% | +11.2% |
| 30D | -17.8% | -7.8% | -10.0% | -15.8% |
| 3M | -35.9% | +5.3% | -41.2% | -38.0% |
| 6M | +12.9% | +42.6% | -29.7% | -4.5% |
| YTD | +22.9% | -2.8% | +25.7% | +19.3% |
| 1Y | +31.4% | -19.3% | +50.7% | +34.6% |
| All | +420.1% | +68.5% | +351.5% | +254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling