+18.6%
HYG vs AFRM
-38.8%
+57.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.7% | -8.5% | +7.7% | -0.4% |
| 30D | -0.6% | -11.4% | +10.8% | -0.1% |
| 3M | +0.4% | +8.2% | -7.8% | -0.1% |
| 6M | +1.2% | +36.6% | -35.4% | -0.5% |
| YTD | +1.5% | -8.7% | +10.1% | +1.4% |
| 1Y | +3.2% | -19.9% | +23.1% | +3.4% |
| 3Y | +25.9% | +202.6% | -176.7% | +15.0% |
| 5Y | +18.6% | -45.0% | +63.6% | +8.0% |
| All | +18.6% | -38.8% | +57.4% | +8.0% |
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