+73.9%
CSX vs AFRM
-23.4%
+97.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.5% | -1.8% |
| 7D | -2.7% | -6.9% | +4.2% | -2.2% |
| 30D | +7.0% | -7.0% | +14.0% | +7.4% |
| 3M | -0.3% | -11.2% | +10.9% | +0.3% |
| 6M | +13.5% | +4.3% | +9.3% | +12.6% |
| YTD | +41.5% | -6.4% | +47.9% | +40.7% |
| 1Y | +45.8% | -2.6% | +48.4% | +44.2% |
| 3Y | +74.4% | +210.6% | -136.2% | +53.5% |
| 5Y | +53.6% | -57.6% | +111.2% | +32.2% |
| All | +73.9% | -23.4% | +97.3% | +48.2% |
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