+367.4%
LNG vs AFRM
-20.4%
+387.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | +3.4% | -7.0% | +10.4% | +3.8% |
| 30D | +14.9% | -7.8% | +22.7% | +15.3% |
| 3M | +21.4% | +5.3% | +16.1% | +20.6% |
| 6M | +17.8% | +42.6% | -24.8% | +14.4% |
| YTD | +51.3% | -2.8% | +54.1% | +50.3% |
| 1Y | +24.4% | -19.3% | +43.7% | +24.7% |
| 3Y | +79.7% | +231.0% | -151.3% | +58.8% |
| 5Y | +241.3% | -22.2% | +263.6% | +196.4% |
| All | +367.4% | -20.4% | +387.8% | +305.9% |
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 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