-27.7%
CLF vs AFRM
-27.4%
-0.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.4% |
| 7D | -9.1% | -8.4% | -0.7% | -7.7% |
| 30D | -0.9% | -18.3% | +17.4% | +2.2% |
| 3M | +3.0% | -12.7% | +15.7% | +4.8% |
| 6M | +16.7% | +3.0% | +13.7% | +14.8% |
| YTD | -3.2% | -11.4% | +8.2% | -3.1% |
| 1Y | +24.6% | -13.3% | +37.9% | +24.9% |
| 3Y | -22.3% | +194.0% | -216.3% | -39.7% |
| 5Y | -41.2% | -50.6% | +9.4% | -53.7% |
| All | -27.7% | -27.4% | -0.2% | -42.7% |
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