+15.2%
LQD vs AFRM
+221.8%
-206.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.2% | +3.1% | -2.8% | +0.2% |
| 30D | -0.6% | -4.2% | +3.6% | -0.5% |
| 3M | -1.2% | +10.1% | -11.3% | -1.5% |
| 6M | -1.9% | +39.4% | -41.4% | -2.8% |
| YTD | -1.3% | -3.2% | +1.9% | -1.5% |
| 1Y | -1.0% | -16.1% | +15.1% | -1.0% |
| 3Y | +15.2% | +220.8% | -205.5% | +7.6% |
| All | +15.2% | +221.8% | -206.5% | +7.6% |
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