+372.0%
LLY vs AFRM
-23.1%
+395.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | -2.1% | -7.0% | +4.8% | -1.9% |
| 30D | -1.6% | -7.8% | +6.2% | -1.4% |
| 3M | +2.3% | +5.3% | -3.0% | +2.0% |
| 6M | +14.9% | +42.6% | -27.8% | +13.3% |
| YTD | +7.5% | -2.8% | +10.3% | +7.2% |
| 1Y | +55.7% | -19.3% | +75.0% | +56.0% |
| 3Y | +110.6% | +231.0% | -120.4% | +98.3% |
| All | +372.0% | -23.1% | +395.1% | +351.4% |
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