-75.4%
CHTR vs AFRM
-20.4%
-55.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | -1.1% | -7.0% | +5.9% | -0.4% |
| 30D | -0.8% | -7.8% | +7.0% | 0.0% |
| 3M | +17.8% | +5.3% | +12.5% | +17.1% |
| 6M | -34.5% | +42.6% | -77.1% | -36.7% |
| YTD | -27.2% | -2.8% | -24.4% | -27.5% |
| 1Y | -41.4% | -19.3% | -22.1% | -41.1% |
| 3Y | -64.0% | +231.0% | -295.0% | -69.7% |
| 5Y | -81.3% | -22.2% | -59.0% | -84.8% |
| All | -75.4% | -20.4% | -55.0% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling