+0.5%
YUM vs AFRM
-24.5%
+24.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.9% |
| 7D | -5.2% | -8.5% | +3.3% | -5.2% |
| 30D | -0.1% | -11.4% | +11.3% | -0.1% |
| 3M | -4.3% | +8.2% | -12.5% | -3.9% |
| 6M | -8.7% | +36.6% | -45.3% | -8.3% |
| YTD | -3.5% | -8.7% | +5.2% | -3.3% |
| 1Y | +0.5% | -19.9% | +20.3% | -0.6% |
| All | +0.5% | -24.5% | +24.9% | -0.6% |
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 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