-5.6%
LQD vs AFRM
-27.6%
+21.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.8% |
| 7D | -1.5% | -5.5% | +3.9% | -1.4% |
| 30D | +0.9% | -15.5% | +16.3% | +1.2% |
| 3M | -1.7% | -10.3% | +8.6% | -1.5% |
| 6M | -2.8% | +0.6% | -3.4% | -2.9% |
| YTD | -2.8% | -11.5% | +8.8% | -2.8% |
| 1Y | -2.8% | -16.6% | +13.8% | -2.8% |
| 3Y | +15.5% | +193.5% | -178.1% | +10.6% |
| 5Y | -4.9% | -55.8% | +50.9% | -8.8% |
| All | -5.6% | -27.6% | +21.9% | -9.9% |
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