+179.4%
CTAS vs AFRM
-25.1%
+204.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.6% |
| 7D | +1.2% | -7.3% | +8.5% | +1.7% |
| 30D | +12.8% | -9.6% | +22.3% | +13.4% |
| 3M | +10.3% | -11.1% | +21.3% | +10.9% |
| 6M | +32.0% | +3.9% | +28.1% | +30.9% |
| YTD | +19.1% | -8.5% | +27.6% | +18.6% |
| 1Y | +21.5% | +3.3% | +18.2% | +19.6% |
| 3Y | +76.0% | +213.7% | -137.7% | +52.6% |
| 5Y | +110.9% | -58.5% | +169.4% | +84.7% |
| All | +179.4% | -25.1% | +204.5% | +139.1% |
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