+131.7%
CRH vs AFRM
-21.4%
+153.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.4% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | -9.3% | -2.7% | -6.6% | -9.1% |
| 3M | -15.2% | +7.4% | -22.6% | -16.0% |
| 6M | -14.2% | +40.7% | -54.9% | -17.8% |
| YTD | -28.3% | -4.0% | -24.2% | -28.6% |
| 1Y | -21.8% | -12.2% | -9.5% | -21.9% |
| 3Y | +71.6% | +203.1% | -131.5% | +44.4% |
| 5Y | +96.6% | -42.2% | +138.9% | +64.0% |
| All | +131.7% | -21.4% | +153.1% | +90.4% |
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 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