-77.3%
CHTR vs AFRM
-25.2%
-52.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | -7.1% | -8.5% | +1.3% | -6.4% |
| 30D | -10.9% | -11.4% | +0.5% | -9.8% |
| 3M | +2.0% | +8.2% | -6.2% | +1.3% |
| 6M | -35.9% | +36.6% | -72.5% | -37.8% |
| YTD | -32.7% | -8.7% | -24.0% | -32.6% |
| 1Y | -46.6% | -19.9% | -26.7% | -46.1% |
| 3Y | -66.7% | +202.6% | -269.3% | -71.8% |
| 5Y | -82.1% | -45.0% | -37.1% | -85.3% |
| All | -77.3% | -25.2% | -52.1% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling