+50.1%
LOW vs AFRM
-27.6%
+77.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -1.5% |
| 7D | +0.1% | -5.5% | +5.6% | +0.7% |
| 30D | +21.3% | -15.5% | +36.7% | +23.2% |
| 3M | +6.0% | -10.3% | +16.3% | +6.9% |
| 6M | +2.6% | +0.6% | +2.0% | +2.0% |
| YTD | -3.6% | -11.5% | +7.9% | -3.6% |
| 1Y | -1.0% | -16.6% | +15.7% | -0.5% |
| 3Y | +24.2% | +193.5% | -169.4% | +4.6% |
| 5Y | +6.3% | -55.8% | +62.1% | -11.5% |
| All | +50.1% | -27.6% | +77.6% | +22.8% |
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