+106.2%
COST vs AFRM
-21.7%
+128.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -3.2% | +3.1% | -6.2% | -3.4% |
| 30D | -4.0% | -4.2% | +0.2% | -3.8% |
| 3M | -6.5% | +10.1% | -16.6% | -7.4% |
| 6M | -8.5% | +39.4% | -48.0% | -11.3% |
| YTD | +6.0% | -3.2% | +9.2% | +5.3% |
| 1Y | -5.8% | -16.1% | +10.3% | -5.8% |
| 3Y | +71.8% | +220.8% | -149.0% | +46.1% |
| 5Y | +106.2% | -17.7% | +123.9% | +76.9% |
| All | +106.2% | -21.7% | +128.0% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling