+5.9%
AFRM vs LEN
-21.9%
+27.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.1% | -2.1% | +2.3% |
| 7D | +3.1% | +10.5% | -7.4% | -0.9% |
| 30D | +1.1% | +24.6% | -23.5% | -7.4% |
| 3M | -3.2% | +6.6% | -9.9% | -6.0% |
| 6M | +12.7% | +10.6% | +2.0% | +8.1% |
| YTD | +1.6% | -8.3% | +9.9% | -1.0% |
| 1Y | +5.9% | -22.5% | +28.4% | +9.2% |
| All | +5.9% | -21.9% | +27.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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