+183.1%
CTAS vs AFRM
-27.4%
+210.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.2% |
| 7D | +0.7% | -8.4% | +9.1% | +1.3% |
| 30D | +11.3% | -18.3% | +29.6% | +12.8% |
| 3M | +11.4% | -12.7% | +24.1% | +12.2% |
| 6M | +35.6% | +3.0% | +32.6% | +34.5% |
| YTD | +20.7% | -11.4% | +32.1% | +20.5% |
| 1Y | +22.8% | -13.3% | +36.2% | +22.6% |
| 3Y | +73.4% | +194.0% | -120.6% | +51.2% |
| 5Y | +117.6% | -50.6% | +168.2% | +90.2% |
| All | +183.1% | -27.4% | +210.5% | +142.8% |
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