-4.7%
CRM vs AFRM
-22.6%
+17.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.1% |
| 7D | -5.0% | -8.0% | +3.0% | -3.6% |
| 30D | +23.6% | -9.8% | +33.4% | +25.7% |
| 3M | +39.6% | +4.7% | +34.9% | +37.8% |
| 6M | +23.4% | +34.1% | -10.7% | +16.2% |
| YTD | -7.4% | -8.4% | +1.1% | -7.4% |
| 1Y | -2.3% | -22.9% | +20.6% | -0.2% |
| 3Y | +10.5% | +203.3% | -192.8% | -19.5% |
| 5Y | -4.7% | -26.0% | +21.2% | -24.5% |
| All | -4.7% | -22.6% | +17.8% | -24.5% |
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