+65.6%
YUM vs AFRM
-27.6%
+93.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | -4.1% | -5.5% | +1.4% | -3.8% |
| 30D | +8.4% | -15.5% | +23.8% | +9.1% |
| 3M | +6.5% | -10.3% | +16.8% | +6.9% |
| 6M | +5.3% | +0.6% | +4.7% | +5.0% |
| YTD | +6.9% | -11.5% | +18.4% | +6.8% |
| 1Y | +8.7% | -16.6% | +25.4% | +8.9% |
| 3Y | +34.1% | +193.5% | -159.5% | +23.0% |
| 5Y | +39.9% | -55.8% | +95.7% | +27.5% |
| All | +65.6% | -27.6% | +93.2% | +49.3% |
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