+55.9%
YUM vs AFRM
-20.4%
+76.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.1% |
| 7D | -2.0% | -7.0% | +4.9% | -1.8% |
| 30D | -1.1% | -7.8% | +6.7% | -0.8% |
| 3M | +1.8% | +5.3% | -3.5% | +1.4% |
| 6M | -4.7% | +42.6% | -47.4% | -6.4% |
| YTD | +0.6% | -2.8% | +3.4% | +0.2% |
| 1Y | +6.4% | -19.3% | +25.7% | +6.6% |
| 3Y | +22.6% | +231.0% | -208.4% | +11.5% |
| 5Y | +26.0% | -22.2% | +48.2% | +13.8% |
| All | +55.9% | -20.4% | +76.3% | +40.1% |
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