-12.5%
CTSH vs AFRM
-28.4%
+15.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -2.1% | -4.4% | +2.3% | -1.7% |
| 30D | +1.4% | -7.7% | +9.0% | +2.0% |
| 3M | +7.5% | -16.9% | +24.3% | +9.0% |
| 6M | +39.6% | +2.5% | +37.1% | +38.2% |
| YTD | -22.3% | -12.5% | -9.8% | -22.3% |
| 1Y | -12.0% | -11.0% | -0.9% | -12.2% |
| 3Y | +1.8% | +184.6% | -182.8% | -12.9% |
| 5Y | -15.8% | -56.3% | +40.5% | -28.1% |
| All | -12.5% | -28.4% | +15.9% | -26.9% |
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