+205.2%
COST vs AFRM
-25.1%
+230.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | +4.1% | -7.3% | +11.4% | +4.5% |
| 30D | +12.0% | -9.6% | +21.5% | +12.5% |
| 3M | +11.2% | -11.1% | +22.2% | +11.7% |
| 6M | +6.1% | +3.9% | +2.3% | +5.2% |
| YTD | +22.9% | -8.5% | +31.4% | +22.4% |
| 1Y | +14.7% | +3.3% | +11.5% | +13.0% |
| 3Y | +92.3% | +213.7% | -121.4% | +67.2% |
| 5Y | +116.6% | -58.5% | +175.2% | +90.7% |
| All | +205.2% | -25.1% | +230.3% | +163.8% |
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 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