-65.5%
CHTR vs AFRM
+221.8%
-287.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -0.3% | +3.1% | -3.4% | -0.6% |
| 30D | -4.5% | -4.2% | -0.3% | -4.1% |
| 3M | +10.2% | +10.1% | +0.1% | +9.3% |
| 6M | -37.2% | +39.4% | -76.7% | -38.9% |
| YTD | -30.2% | -3.2% | -27.0% | -30.5% |
| 1Y | -44.8% | -16.1% | -28.7% | -44.7% |
| 3Y | -65.5% | +220.8% | -286.3% | -70.3% |
| All | -65.5% | +221.8% | -287.3% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling