+13.3%
CRM vs AFRM
-25.2%
+38.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -8.1% | -8.5% | +0.4% | -6.8% |
| 30D | +23.1% | -11.4% | +34.4% | +25.3% |
| 3M | +42.5% | +8.2% | +34.3% | +40.1% |
| 6M | +25.3% | +36.6% | -11.3% | +18.3% |
| YTD | -7.8% | -8.7% | +0.8% | -7.8% |
| 1Y | +1.0% | -19.9% | +20.9% | +2.4% |
| 3Y | +10.0% | +202.6% | -192.6% | -16.7% |
| 5Y | -3.9% | -45.0% | +41.1% | -23.9% |
| All | +13.3% | -25.2% | +38.5% | -11.8% |
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