+78.0%
CTVA vs AFRM
+232.3%
-154.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.7% |
| 7D | +4.9% | -7.0% | +11.9% | +5.4% |
| 30D | +11.9% | -7.8% | +19.7% | +12.4% |
| 3M | +13.7% | +5.3% | +8.4% | +13.0% |
| 6M | +13.1% | +42.6% | -29.5% | +9.6% |
| YTD | +32.0% | -2.8% | +34.7% | +31.3% |
| 1Y | +22.1% | -19.3% | +41.4% | +22.8% |
| All | +78.0% | +232.3% | -154.3% | +55.8% |
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 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