-4.8%
LQD vs AFRM
-25.4%
+20.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | 0.0% |
| 7D | -0.5% | -10.3% | +9.7% | -0.3% |
| 30D | +1.7% | -13.7% | +15.5% | +2.0% |
| 3M | -0.7% | -11.6% | +10.9% | -0.5% |
| 6M | -2.2% | +2.1% | -4.3% | -2.5% |
| YTD | -1.9% | -8.9% | +7.0% | -2.0% |
| 1Y | -2.0% | -9.7% | +7.7% | -2.2% |
| 3Y | +16.5% | +202.5% | -186.0% | +11.5% |
| 5Y | -4.2% | -55.3% | +51.1% | -8.2% |
| All | -4.8% | -25.4% | +20.6% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling