+130.0%
CVX vs AFRM
-56.8%
+186.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +3.4% | -4.4% | +7.8% | +3.6% |
| 30D | -1.0% | -7.7% | +6.7% | -0.7% |
| 3M | +12.2% | -16.9% | +29.1% | +12.8% |
| 6M | +20.3% | +2.5% | +17.9% | +19.5% |
| YTD | +48.3% | -12.5% | +60.8% | +48.0% |
| 1Y | +46.9% | -11.0% | +57.9% | +46.3% |
| 3Y | +73.1% | +184.6% | -111.5% | +57.1% |
| All | +130.0% | -56.8% | +186.8% | +113.5% |
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 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