+43.3%
CTVA vs AFRM
+192.6%
-149.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.7% |
| 7D | -20.8% | -4.4% | -16.4% | -20.5% |
| 30D | -29.6% | -7.7% | -22.0% | -29.2% |
| 3M | -16.9% | -16.9% | 0.0% | -16.0% |
| 6M | -24.3% | +2.5% | -26.7% | -24.8% |
| YTD | -5.6% | -12.5% | +6.9% | -5.5% |
| 1Y | -4.2% | -11.0% | +6.9% | -4.3% |
| 3Y | +43.3% | +184.6% | -141.3% | +25.0% |
| All | +43.3% | +192.6% | -149.4% | +25.0% |
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