-3.6%
COST vs AFRM
-15.0%
+11.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -1.1% |
| 7D | -3.1% | -7.0% | +3.8% | -3.2% |
| 30D | -2.8% | -7.8% | +5.0% | -2.9% |
| 3M | -5.7% | +5.3% | -11.0% | -5.5% |
| 6M | -8.8% | +42.6% | -51.4% | -8.4% |
| YTD | +6.7% | -2.8% | +9.5% | +7.8% |
| 1Y | -3.6% | -19.3% | +15.7% | -2.4% |
| All | -3.6% | -15.0% | +11.4% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling