+109.0%
CTVA vs AFRM
-23.1%
+132.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.7% |
| 7D | +4.9% | -7.0% | +11.9% | +5.3% |
| 30D | +11.9% | -7.8% | +19.7% | +12.4% |
| 3M | +13.7% | +5.3% | +8.4% | +13.1% |
| 6M | +13.1% | +42.6% | -29.5% | +10.2% |
| YTD | +32.0% | -2.8% | +34.7% | +31.3% |
| 1Y | +22.1% | -19.3% | +41.4% | +22.4% |
| 3Y | +77.5% | +231.0% | -153.5% | +59.3% |
| All | +109.0% | -23.1% | +132.1% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling