+68.1%
CSX vs AFRM
-25.1%
+93.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -3.2% |
| 7D | -5.5% | -7.3% | +1.8% | -5.0% |
| 30D | +4.9% | -9.6% | +14.5% | +5.6% |
| 3M | -2.9% | -11.1% | +8.2% | -2.3% |
| 6M | +8.3% | +3.9% | +4.5% | +7.5% |
| YTD | +36.7% | -8.5% | +45.2% | +36.2% |
| 1Y | +41.5% | +3.3% | +38.2% | +39.4% |
| 3Y | +68.6% | +213.7% | -145.1% | +48.3% |
| 5Y | +48.4% | -58.5% | +107.0% | +28.0% |
| All | +68.1% | -25.1% | +93.1% | +43.4% |
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