-36.6%
CLF vs AFRM
-23.4%
-13.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.8% | -4.4% | -10.9% |
| 7D | -21.0% | -6.9% | -14.0% | -20.0% |
| 30D | -8.0% | -7.0% | -1.0% | -7.0% |
| 3M | -10.9% | -11.2% | +0.3% | -9.5% |
| 6M | +5.8% | +4.3% | +1.6% | +3.8% |
| YTD | -15.1% | -6.4% | -8.7% | -15.8% |
| 1Y | +7.2% | -2.6% | +9.8% | +5.4% |
| 3Y | -34.2% | +210.6% | -244.7% | -49.5% |
| 5Y | -49.6% | -57.6% | +8.0% | -60.2% |
| All | -36.6% | -23.4% | -13.2% | -50.3% |
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 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