+341.6%
LNG vs AFRM
-25.0%
+366.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | +0.3% |
| 7D | -6.7% | -8.0% | +1.3% | -6.3% |
| 30D | +3.9% | -9.8% | +13.6% | +4.4% |
| 3M | +15.5% | +4.7% | +10.8% | +14.8% |
| 6M | +10.5% | +34.1% | -23.6% | +7.7% |
| YTD | +43.0% | -8.4% | +51.4% | +42.5% |
| 1Y | +18.9% | -22.9% | +41.8% | +19.4% |
| 3Y | +74.7% | +203.3% | -128.6% | +55.2% |
| 5Y | +231.2% | -26.0% | +257.2% | +188.5% |
| All | +341.6% | -25.0% | +366.7% | +284.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling