+213.7%
AFRM vs LEN
-18.1%
+231.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -0.7% |
| 7D | -7.3% | +2.1% | -9.4% | -8.3% |
| 30D | -9.6% | +16.6% | -26.1% | -16.4% |
| 3M | -11.1% | +5.3% | -16.4% | -14.0% |
| 6M | +3.9% | -0.8% | +4.6% | +3.3% |
| YTD | -8.5% | -11.7% | +3.3% | -5.4% |
| 1Y | +3.3% | -24.6% | +27.9% | +15.7% |
| 3Y | +213.7% | -18.7% | +232.4% | +234.9% |
| All | +213.7% | -18.1% | +231.8% | +234.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling