-7.0%
CTVA vs AFRM
-13.2%
+6.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -2.9% | -21.4% | -24.2% |
| 7D | -23.7% | -5.5% | -18.2% | -23.6% |
| 30D | -31.2% | -15.5% | -15.7% | -31.1% |
| 3M | -18.7% | -10.3% | -8.4% | -18.7% |
| 6M | -25.5% | +0.6% | -26.1% | -25.3% |
| YTD | -8.0% | -11.5% | +3.5% | -6.6% |
| 1Y | -7.0% | -16.6% | +9.6% | -4.4% |
| All | -7.0% | -13.2% | +6.2% | -4.4% |
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