-25.2%
AFRM vs LEN
+17.0%
-42.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | +3.1% |
| 7D | +3.1% | -2.9% | +5.9% | +5.7% |
| 30D | -4.2% | -8.9% | +4.6% | +4.2% |
| 3M | +10.1% | -10.9% | +21.0% | +21.2% |
| 6M | +39.4% | -19.7% | +59.1% | +67.2% |
| YTD | -3.2% | -20.6% | +17.4% | +13.7% |
| 1Y | -16.1% | -42.4% | +26.4% | +31.0% |
| 3Y | +220.8% | -26.5% | +247.3% | +242.2% |
| 5Y | -17.7% | -10.9% | -6.7% | -32.3% |
| All | -25.2% | +17.0% | -42.2% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling