+41.9%
CVX vs AFRM
+235.6%
-193.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.2% |
| 7D | +3.3% | -7.0% | +10.3% | +3.6% |
| 30D | +12.9% | -7.8% | +20.7% | +13.1% |
| 3M | +11.7% | +5.3% | +6.4% | +11.2% |
| 6M | +14.1% | +42.6% | -28.5% | +11.5% |
| YTD | +40.7% | -2.8% | +43.5% | +40.3% |
| 1Y | +37.5% | -19.3% | +56.8% | +38.3% |
| All | +41.9% | +235.6% | -193.7% | +23.7% |
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