-56.0%
AFRM vs LEN
-13.2%
-42.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | -5.8% | +1.4% | +0.8% |
| 30D | -7.7% | +13.7% | -21.4% | -19.4% |
| 3M | -16.9% | -3.9% | -13.0% | -16.1% |
| 6M | +2.5% | -0.4% | +2.9% | -1.3% |
| YTD | -12.5% | -16.8% | +4.3% | -3.7% |
| 1Y | -11.0% | -29.5% | +18.5% | +14.8% |
| 3Y | +184.6% | -25.6% | +210.2% | +173.2% |
| All | -56.0% | -13.2% | -42.8% | -71.7% |
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