+31.6%
LOW vs AFRM
-20.7%
+52.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.4% | +3.1% | -2.7% | +0.1% |
| 30D | -10.1% | -4.2% | -5.9% | -9.8% |
| 3M | -2.9% | +10.1% | -13.0% | -3.9% |
| 6M | -19.4% | +39.4% | -58.8% | -22.4% |
| YTD | -15.4% | -3.2% | -12.3% | -16.0% |
| 1Y | -24.9% | -16.1% | -8.9% | -24.8% |
| 3Y | -7.8% | +220.8% | -228.6% | -23.5% |
| 5Y | +8.4% | -17.7% | +26.1% | -11.6% |
| All | +31.6% | -20.7% | +52.4% | +6.9% |
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 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