+69.0%
CSX vs AFRM
-20.4%
+89.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.0% |
| 7D | -3.4% | -7.0% | +3.6% | -2.9% |
| 30D | -3.1% | -7.8% | +4.7% | -2.6% |
| 3M | +7.2% | +5.3% | +1.9% | +6.5% |
| 6M | +16.2% | +42.6% | -26.5% | +12.6% |
| YTD | +37.5% | -2.8% | +40.3% | +36.6% |
| 1Y | +53.2% | -19.3% | +72.5% | +53.6% |
| 3Y | +68.2% | +231.0% | -162.7% | +47.1% |
| 5Y | +65.2% | -22.2% | +87.5% | +42.5% |
| All | +69.0% | -20.4% | +89.5% | +43.9% |
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