-31.7%
AFRM vs CHD
+42.2%
-73.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.9% |
| 7D | -5.5% | +0.4% | -5.8% | -5.5% |
| 30D | -15.5% | +11.6% | -27.1% | -16.0% |
| 3M | -10.3% | +10.7% | -21.0% | -10.8% |
| 6M | +0.6% | +20.2% | -19.6% | -0.3% |
| YTD | -11.5% | +34.5% | -46.0% | -13.3% |
| 1Y | -16.6% | +32.6% | -49.2% | -18.2% |
| 3Y | +193.5% | +29.1% | +164.4% | +178.7% |
| 5Y | -55.8% | +31.5% | -87.3% | -59.6% |
| All | -31.7% | +42.2% | -73.9% | -33.1% |
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