-35.5%
CLF vs AFRM
-25.1%
-10.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.1% |
| 7D | -19.6% | -7.3% | -12.3% | -18.5% |
| 30D | -5.0% | -9.6% | +4.6% | -3.5% |
| 3M | -6.3% | -11.1% | +4.8% | -4.9% |
| 6M | +2.8% | +3.9% | -1.1% | +0.9% |
| YTD | -13.7% | -8.5% | -5.2% | -14.1% |
| 1Y | +13.6% | +3.3% | +10.3% | +10.6% |
| 3Y | -34.0% | +213.7% | -247.7% | -49.4% |
| 5Y | -48.7% | -58.5% | +9.8% | -59.4% |
| All | -35.5% | -25.1% | -10.5% | -49.2% |
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 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