+185.6%
CTAS vs AFRM
-25.4%
+210.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.7% |
| 7D | -0.8% | -10.3% | +9.5% | 0.0% |
| 30D | +10.7% | -13.7% | +24.5% | +11.8% |
| 3M | +11.0% | -11.6% | +22.6% | +11.7% |
| 6M | +38.7% | +2.1% | +36.7% | +37.7% |
| YTD | +21.8% | -8.9% | +30.6% | +21.3% |
| 1Y | +23.6% | -9.7% | +33.3% | +23.0% |
| 3Y | +74.9% | +202.5% | -127.5% | +52.2% |
| 5Y | +119.5% | -55.3% | +174.8% | +92.0% |
| All | +185.6% | -25.4% | +210.9% | +144.4% |
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