+724.0%
LLY vs AFRM
-28.4%
+752.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +6.6% | -4.4% | +11.0% | +6.8% |
| 30D | +19.4% | -7.7% | +27.1% | +19.7% |
| 3M | +19.6% | -16.9% | +36.4% | +20.1% |
| 6M | +42.6% | +2.5% | +40.1% | +42.2% |
| YTD | +35.0% | -12.5% | +47.5% | +35.0% |
| 1Y | +42.0% | -11.0% | +53.0% | +41.9% |
| 3Y | +140.5% | +184.6% | -44.1% | +129.7% |
| 5Y | +479.9% | -56.3% | +536.2% | +454.8% |
| All | +724.0% | -28.4% | +752.3% | +687.0% |
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 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