-29.7%
CLF vs AFRM
-20.4%
-9.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.2% |
| 7D | +7.6% | -7.0% | +14.5% | +8.8% |
| 30D | -1.2% | -7.8% | +6.6% | 0.0% |
| 3M | -13.4% | +5.3% | -18.7% | -14.7% |
| 6M | +15.4% | +42.6% | -27.2% | +7.6% |
| YTD | -5.9% | -2.8% | -3.1% | -7.0% |
| 1Y | +18.8% | -19.3% | +38.1% | +20.5% |
| 3Y | -19.4% | +231.0% | -250.4% | -39.2% |
| 5Y | -47.7% | -22.2% | -25.5% | -60.0% |
| All | -29.7% | -20.4% | -9.3% | -45.0% |
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