+91.7%
LMT vs AFRM
-25.1%
+116.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.6% |
| 7D | -11.0% | -7.3% | -3.7% | -11.0% |
| 30D | +13.6% | -9.6% | +23.2% | +13.6% |
| 3M | -2.1% | -11.1% | +9.0% | -2.1% |
| 6M | +11.7% | +3.9% | +7.8% | +11.6% |
| YTD | +19.4% | -8.5% | +27.9% | +19.4% |
| 1Y | +24.1% | +3.3% | +20.8% | +24.0% |
| 3Y | +36.2% | +213.7% | -177.6% | +33.9% |
| 5Y | +90.7% | -58.5% | +149.2% | +87.7% |
| All | +91.7% | -25.1% | +116.8% | +89.6% |
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