+720.4%
LLY vs AFRM
-25.4%
+745.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | +0.3% |
| 7D | +1.4% | -10.3% | +11.6% | +1.7% |
| 30D | +21.5% | -13.7% | +35.3% | +22.0% |
| 3M | +18.5% | -11.6% | +30.0% | +18.8% |
| 6M | +49.1% | +2.1% | +47.0% | +48.7% |
| YTD | +34.4% | -8.9% | +43.2% | +34.2% |
| 1Y | +46.3% | -9.7% | +56.0% | +46.1% |
| 3Y | +145.5% | +202.5% | -57.0% | +134.0% |
| 5Y | +472.7% | -55.3% | +528.0% | +447.2% |
| All | +720.4% | -25.4% | +745.8% | +682.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling