+300.3%
CRWD vs AFRM
-28.4%
+328.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +4.5% | -4.4% | +8.9% | +5.6% |
| 30D | -9.1% | -7.7% | -1.4% | -7.4% |
| 3M | +0.5% | -16.9% | +17.3% | +4.4% |
| 6M | +61.1% | +2.5% | +58.6% | +58.1% |
| YTD | +93.4% | -12.5% | +105.9% | +95.1% |
| 1Y | +71.1% | -11.0% | +82.1% | +71.4% |
| 3Y | +351.1% | +184.6% | +166.5% | +199.4% |
| 5Y | +218.8% | -56.3% | +275.1% | +142.8% |
| All | +300.3% | -28.4% | +328.7% | +172.1% |
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