+26.6%
YUM vs AFRM
-18.1%
+44.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.7% | +3.1% | -4.7% | -1.8% |
| 30D | -0.8% | -4.2% | +3.4% | -0.7% |
| 3M | +1.5% | +10.1% | -8.7% | +0.9% |
| 6M | -6.1% | +39.4% | -45.5% | -7.8% |
| YTD | -0.2% | -3.2% | +2.9% | -0.6% |
| 1Y | +2.5% | -16.1% | +18.5% | +2.5% |
| 3Y | +24.6% | +220.8% | -196.2% | +11.9% |
| All | +26.6% | -18.1% | +44.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling