+443.8%
LLY vs AFRM
-58.9%
+502.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -4.5% | -7.3% | +2.8% | -4.2% |
| 30D | +13.9% | -9.6% | +23.5% | +14.3% |
| 3M | +13.8% | -11.1% | +24.8% | +14.1% |
| 6M | +37.6% | +3.9% | +33.8% | +37.1% |
| YTD | +26.6% | -8.5% | +35.1% | +26.4% |
| 1Y | +45.3% | +3.3% | +42.1% | +44.4% |
| 3Y | +132.2% | +213.7% | -81.5% | +118.7% |
| All | +443.8% | -58.9% | +502.7% | +430.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling