+26.3%
HYG vs AFRM
+195.1%
-168.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | 0.0% |
| 7D | -0.2% | -8.0% | +7.9% | +0.1% |
| 30D | -0.1% | -9.8% | +9.7% | +0.2% |
| 3M | +0.7% | +4.7% | -4.0% | +0.4% |
| 6M | +1.5% | +34.1% | -32.6% | +0.3% |
| YTD | +1.9% | -8.4% | +10.4% | +1.8% |
| 1Y | +3.7% | -22.9% | +26.6% | +4.0% |
| All | +26.3% | +195.1% | -168.9% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling