+55.4%
CVS vs AFRM
-20.4%
+75.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | -0.4% |
| 7D | +4.0% | -7.0% | +10.9% | +4.1% |
| 30D | -2.4% | -7.8% | +5.4% | -2.3% |
| 3M | +2.7% | +5.3% | -2.7% | +2.4% |
| 6M | +21.9% | +42.6% | -20.8% | +20.6% |
| YTD | +24.7% | -2.8% | +27.5% | +24.5% |
| 1Y | +35.4% | -19.3% | +54.8% | +35.6% |
| 3Y | +65.2% | +231.0% | -165.8% | +56.7% |
| 5Y | +30.5% | -22.2% | +52.8% | +20.8% |
| All | +55.4% | -20.4% | +75.8% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling