-20.9%
AFRM vs LEN
-10.8%
-10.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.6% |
| 7D | -7.0% | -3.2% | -3.8% | -3.8% |
| 30D | -7.8% | -4.9% | -2.9% | -3.2% |
| 3M | +5.3% | -8.5% | +13.8% | +14.0% |
| 6M | +42.6% | -20.7% | +63.3% | +76.0% |
| YTD | -2.8% | -17.4% | +14.6% | +11.1% |
| 1Y | -19.3% | -38.2% | +18.9% | +21.8% |
| 3Y | +231.0% | -24.9% | +255.8% | +223.1% |
| All | -20.9% | -10.8% | -10.1% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling