+179.9%
LNG vs AFRM
-57.5%
+237.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | -8.4% | -7.5% | -0.8% | -7.9% |
| 30D | +2.7% | -15.7% | +18.4% | +3.7% |
| 3M | +11.7% | -9.6% | +21.3% | +12.2% |
| 6M | +19.5% | +6.3% | +13.2% | +18.1% |
| YTD | +48.0% | -8.6% | +56.6% | +47.2% |
| 1Y | +38.4% | -7.6% | +45.9% | +37.3% |
| 3Y | +71.9% | +173.7% | -101.8% | +50.7% |
| 5Y | +179.9% | -56.9% | +236.8% | +154.6% |
| All | +179.9% | -57.5% | +237.4% | +154.6% |
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 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