+76.0%
CTAS vs AFRM
+203.8%
-127.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | +1.2% | -7.3% | +8.5% | +1.6% |
| 30D | +12.8% | -9.6% | +22.3% | +13.3% |
| 3M | +10.3% | -11.1% | +21.3% | +10.8% |
| 6M | +32.0% | +3.9% | +28.1% | +31.0% |
| YTD | +19.1% | -8.5% | +27.6% | +18.5% |
| 1Y | +21.5% | +3.3% | +18.2% | +19.8% |
| 3Y | +76.0% | +213.7% | -137.7% | +67.6% |
| All | +76.0% | +203.8% | -127.7% | +67.6% |
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