+220.5%
COST vs AFRM
-28.4%
+248.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +5.0% | -4.4% | +9.4% | +5.3% |
| 30D | +12.8% | -7.7% | +20.5% | +13.3% |
| 3M | +15.2% | -16.9% | +32.0% | +16.2% |
| 6M | +7.4% | +2.5% | +4.9% | +6.6% |
| YTD | +29.0% | -12.5% | +41.6% | +28.8% |
| 1Y | +20.3% | -11.0% | +31.3% | +19.8% |
| 3Y | +99.0% | +184.6% | -85.6% | +74.5% |
| 5Y | +125.7% | -56.3% | +182.0% | +98.8% |
| All | +220.5% | -28.4% | +248.9% | +177.8% |
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 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