+184.4%
CVX vs AFRM
-20.4%
+204.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| 3M | +11.7% | +5.3% | +6.4% | +11.2% |
| 6M | +14.1% | +42.6% | -28.5% | +11.8% |
| YTD | +40.7% | -2.8% | +43.5% | +40.1% |
| 1Y | +37.5% | -19.3% | +56.8% | +37.7% |
| 3Y | +43.9% | +231.0% | -187.0% | +31.7% |
| 5Y | +161.5% | -22.2% | +183.7% | +136.3% |
| All | +184.4% | -20.4% | +204.8% | +152.1% |
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 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