+222.4%
LNG vs AFRM
-21.7%
+244.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | -6.2% | +3.1% | -9.2% | -6.3% |
| 30D | +8.0% | -4.2% | +12.2% | +8.2% |
| 3M | +16.9% | +10.1% | +6.8% | +15.8% |
| 6M | +8.7% | +39.4% | -30.8% | +5.5% |
| YTD | +43.0% | -3.2% | +46.2% | +42.1% |
| 1Y | +19.4% | -16.1% | +35.5% | +19.3% |
| 3Y | +74.7% | +220.8% | -146.1% | +52.7% |
| 5Y | +222.4% | -17.7% | +240.1% | +181.9% |
| All | +222.4% | -21.7% | +244.2% | +181.9% |
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