-29.3%
AFRM vs LEN
+30.1%
-59.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | +0.5% |
| 7D | -7.3% | +2.1% | -9.4% | -9.3% |
| 30D | -9.6% | +16.6% | -26.1% | -21.7% |
| 3M | -11.1% | +5.3% | -16.4% | -17.0% |
| 6M | +3.9% | -0.8% | +4.6% | +1.2% |
| YTD | -8.5% | -11.7% | +3.3% | -4.4% |
| 1Y | +3.3% | -24.6% | +27.9% | +24.0% |
| 3Y | +213.7% | -18.7% | +232.4% | +195.8% |
| 5Y | -58.5% | -4.4% | -54.1% | -69.1% |
| All | -29.3% | +30.1% | -59.4% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling