-47.8%
CLF vs AFRM
-23.1%
-24.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.3% |
| 7D | +7.6% | -7.0% | +14.5% | +9.0% |
| 30D | -1.2% | -7.8% | +6.6% | +0.1% |
| 3M | -13.4% | +5.3% | -18.7% | -14.9% |
| 6M | +15.4% | +42.6% | -27.2% | +6.8% |
| YTD | -5.9% | -2.8% | -3.1% | -7.1% |
| 1Y | +18.8% | -19.3% | +38.1% | +20.6% |
| 3Y | -19.4% | +231.0% | -250.4% | -41.6% |
| All | -47.8% | -23.1% | -24.7% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling