+189.9%
CVX vs AFRM
-25.1%
+214.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | -0.1% |
| 7D | -9.7% | -7.3% | -2.4% | -9.5% |
| 30D | +3.6% | -9.6% | +13.2% | +3.9% |
| 3M | +13.3% | -11.1% | +24.4% | +13.6% |
| 6M | +16.9% | +3.9% | +13.0% | +16.1% |
| YTD | +43.4% | -8.5% | +51.9% | +42.9% |
| 1Y | +44.5% | +3.3% | +41.2% | +42.9% |
| 3Y | +64.0% | +213.7% | -149.8% | +50.5% |
| 5Y | +126.4% | -58.5% | +185.0% | +107.0% |
| All | +189.9% | -25.1% | +214.9% | +157.2% |
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