+74.5%
CSX vs AFRM
+210.7%
-136.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.5% | -1.7% |
| 7D | -2.7% | -6.9% | +4.2% | -2.2% |
| 30D | +7.0% | -7.0% | +14.0% | +7.5% |
| 3M | -0.3% | -11.2% | +10.9% | +0.3% |
| 6M | +13.5% | +4.3% | +9.3% | +12.4% |
| YTD | +41.5% | -6.4% | +47.9% | +40.5% |
| 1Y | +45.8% | -2.6% | +48.4% | +43.9% |
| All | +74.5% | +210.7% | -136.2% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling