+714.7%
LLY vs AFRM
-27.6%
+742.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.6% |
| 7D | +4.6% | -5.5% | +10.1% | +4.8% |
| 30D | +22.4% | -15.5% | +37.8% | +22.9% |
| 3M | +17.1% | -10.3% | +27.4% | +17.4% |
| 6M | +44.6% | +0.6% | +44.0% | +44.3% |
| YTD | +33.5% | -11.5% | +45.0% | +33.4% |
| 1Y | +41.1% | -16.6% | +57.7% | +41.3% |
| 3Y | +143.8% | +193.5% | -49.8% | +132.6% |
| 5Y | +473.4% | -55.8% | +529.2% | +448.4% |
| All | +714.7% | -27.6% | +742.3% | +677.9% |
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