-29.3%
AFRM vs CHD
+39.1%
-68.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -7.3% | +2.0% | -9.3% | -7.4% |
| 30D | -9.6% | +13.0% | -22.6% | -10.2% |
| 3M | -11.1% | +6.1% | -17.2% | -11.4% |
| 6M | +3.9% | +15.9% | -12.0% | +3.2% |
| YTD | -8.5% | +31.6% | -40.1% | -10.2% |
| 1Y | +3.3% | +28.5% | -25.2% | +1.5% |
| 3Y | +213.7% | +30.5% | +183.3% | +196.2% |
| 5Y | -58.5% | +30.7% | -89.3% | -61.5% |
| All | -29.3% | +39.1% | -68.5% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling