-1.0%
LQD vs AFRM
-20.8%
+19.8%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | 0.0% |
| 7D | 0.0% | -8.0% | +8.0% | +0.2% |
| 30D | -0.2% | -9.8% | +9.6% | 0.0% |
| 3M | -1.7% | +4.7% | -6.4% | -1.8% |
| 6M | -2.7% | +34.1% | -36.8% | -3.4% |
| YTD | -1.4% | -8.4% | +7.0% | -1.7% |
| 1Y | -1.0% | -22.9% | +21.9% | -1.3% |
| All | -1.0% | -20.8% | +19.8% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling