+161.1%
COST vs AFRM
-25.0%
+186.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.6% | -0.5% |
| 7D | -2.8% | -8.0% | +5.2% | -2.3% |
| 30D | -5.3% | -9.8% | +4.5% | -4.7% |
| 3M | -6.7% | +4.7% | -11.3% | -7.2% |
| 6M | -9.9% | +34.1% | -44.1% | -12.2% |
| YTD | +5.1% | -8.4% | +13.6% | +4.9% |
| 1Y | -7.3% | -22.9% | +15.6% | -6.8% |
| 3Y | +70.4% | +203.3% | -132.9% | +48.2% |
| 5Y | +104.4% | -26.0% | +130.4% | +77.9% |
| All | +161.1% | -25.0% | +186.1% | +126.1% |
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 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