-78.5%
CHTR vs AFRM
-27.6%
-51.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.3% | -2.4% |
| 7D | +5.4% | -5.5% | +10.9% | +5.9% |
| 30D | +24.0% | -15.5% | +39.5% | +25.8% |
| 3M | -11.7% | -10.3% | -1.4% | -10.9% |
| 6M | -10.3% | +0.6% | -10.9% | -10.6% |
| YTD | -36.5% | -11.5% | -24.9% | -36.3% |
| 1Y | -37.7% | -16.6% | -21.1% | -37.4% |
| 3Y | -67.6% | +193.5% | -261.2% | -72.3% |
| 5Y | -80.8% | -55.8% | -24.9% | -84.1% |
| All | -78.5% | -27.6% | -51.0% | -82.6% |
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