+679.0%
LLY vs AFRM
-23.4%
+702.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.8% | +4.1% | -3.5% |
| 7D | -0.7% | -6.9% | +6.3% | -0.4% |
| 30D | +17.9% | -7.0% | +24.9% | +18.1% |
| 3M | +16.8% | -11.2% | +28.1% | +17.1% |
| 6M | +38.4% | +4.3% | +34.2% | +38.0% |
| YTD | +27.6% | -6.4% | +34.0% | +27.4% |
| 1Y | +48.3% | -2.6% | +50.9% | +47.7% |
| 3Y | +145.4% | +210.6% | -65.2% | +133.6% |
| 5Y | +438.9% | -57.6% | +496.5% | +414.8% |
| All | +679.0% | -23.4% | +702.4% | +642.6% |
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