+108.2%
LIN vs AFRM
-25.1%
+133.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | +0.2% | -7.3% | +7.5% | +0.6% |
| 30D | +6.5% | -9.6% | +16.0% | +6.9% |
| 3M | +5.5% | -11.1% | +16.5% | +5.9% |
| 6M | +3.3% | +3.9% | -0.5% | +2.7% |
| YTD | +22.0% | -8.5% | +30.5% | +21.7% |
| 1Y | +25.7% | +3.3% | +22.5% | +24.5% |
| 3Y | +36.2% | +213.7% | -177.5% | +22.2% |
| 5Y | +66.1% | -58.5% | +124.6% | +46.8% |
| All | +108.2% | -25.1% | +133.3% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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