+706.0%
LLY vs AFRM
-25.2%
+731.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +0.1% | -7.5% | +7.6% | +0.3% |
| 30D | +19.7% | -15.7% | +35.4% | +20.3% |
| 3M | +19.3% | -9.6% | +28.8% | +19.5% |
| 6M | +49.3% | +6.3% | +43.1% | +48.8% |
| YTD | +32.0% | -8.6% | +40.6% | +31.9% |
| 1Y | +53.7% | -7.6% | +61.3% | +53.4% |
| 3Y | +143.7% | +173.7% | -29.9% | +132.9% |
| 5Y | +463.9% | -56.9% | +520.8% | +439.0% |
| All | +706.0% | -25.2% | +731.1% | +668.8% |
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