+21.5%
CTAS vs AFRM
-4.3%
+25.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | +1.2% | -7.3% | +8.5% | +1.5% |
| 30D | +12.8% | -9.6% | +22.3% | +13.2% |
| 3M | +10.3% | -11.1% | +21.3% | +10.7% |
| 6M | +32.0% | +3.9% | +28.1% | +30.9% |
| YTD | +19.1% | -8.5% | +27.6% | +16.0% |
| 1Y | +21.5% | +3.3% | +18.2% | +18.4% |
| All | +21.5% | -4.3% | +25.7% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling