+110.7%
LIN vs AFRM
-23.4%
+134.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.2% | -0.3% |
| 7D | +3.6% | -6.9% | +10.5% | +4.0% |
| 30D | +6.4% | -7.0% | +13.4% | +6.7% |
| 3M | +6.5% | -11.2% | +17.7% | +6.9% |
| 6M | +4.9% | +4.3% | +0.6% | +4.2% |
| YTD | +23.4% | -6.4% | +29.9% | +23.0% |
| 1Y | +26.3% | -2.6% | +28.9% | +25.4% |
| 3Y | +38.0% | +210.6% | -172.6% | +23.9% |
| 5Y | +68.0% | -57.6% | +125.6% | +48.4% |
| All | +110.7% | -23.4% | +134.0% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling