-25.2%
AFRM vs CHD
+22.9%
-48.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | -0.3% |
| 7D | +3.1% | -2.9% | +6.0% | +3.2% |
| 30D | -4.2% | -6.2% | +2.0% | -3.9% |
| 3M | +10.1% | +1.6% | +8.6% | +10.1% |
| 6M | +39.4% | -3.5% | +42.9% | +39.8% |
| YTD | -3.2% | +16.2% | -19.4% | -4.3% |
| 1Y | -16.1% | +3.4% | -19.5% | -16.4% |
| 3Y | +220.8% | +4.6% | +216.2% | +210.8% |
| 5Y | -17.7% | +21.1% | -38.8% | -20.4% |
| All | -25.2% | +22.9% | -48.1% | -26.2% |
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