+34.0%
LOW vs AFRM
-20.4%
+54.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.5% |
| 7D | -1.7% | -7.0% | +5.2% | -1.1% |
| 30D | -7.0% | -7.8% | +0.8% | -6.4% |
| 3M | -0.9% | +5.3% | -6.2% | -1.6% |
| 6M | -20.1% | +42.6% | -62.7% | -23.2% |
| YTD | -13.9% | -2.8% | -11.1% | -14.5% |
| 1Y | -21.1% | -19.3% | -1.8% | -20.7% |
| 3Y | -6.6% | +231.0% | -237.6% | -22.8% |
| 5Y | +9.4% | -22.2% | +31.6% | -10.7% |
| All | +34.0% | -20.4% | +54.4% | +8.8% |
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 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