-29.4%
AFRM vs CHD
+41.7%
-71.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -7.5% | +0.8% | -8.3% | -7.6% |
| 30D | -15.7% | +13.5% | -29.2% | -16.3% |
| 3M | -9.6% | +8.1% | -17.7% | -10.0% |
| 6M | +6.3% | +19.9% | -13.6% | +5.4% |
| YTD | -8.6% | +34.0% | -42.6% | -10.4% |
| 1Y | -7.6% | +29.8% | -37.4% | -9.2% |
| 3Y | +173.7% | +28.7% | +144.9% | +159.8% |
| 5Y | -56.9% | +31.8% | -88.7% | -60.3% |
| All | -29.4% | +41.7% | -71.1% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling