+672.9%
LLY vs AFRM
-25.1%
+698.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -4.5% | -7.3% | +2.8% | -4.3% |
| 30D | +13.9% | -9.6% | +23.5% | +14.2% |
| 3M | +13.8% | -11.1% | +24.8% | +14.1% |
| 6M | +37.6% | +3.9% | +33.8% | +37.2% |
| YTD | +26.6% | -8.5% | +35.1% | +26.4% |
| 1Y | +45.3% | +3.3% | +42.1% | +44.5% |
| 3Y | +132.2% | +213.7% | -81.5% | +121.1% |
| 5Y | +434.7% | -58.5% | +493.2% | +411.1% |
| All | +672.9% | -25.1% | +698.0% | +637.2% |
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