+374.5%
LRCX vs AFRM
-25.4%
+399.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +5.5% |
| 7D | +6.5% | -10.3% | +16.8% | +9.0% |
| 30D | -23.8% | -13.7% | -10.1% | -21.6% |
| 3M | -24.2% | -11.6% | -12.6% | -22.8% |
| 6M | -20.2% | +2.1% | -22.3% | -21.0% |
| YTD | +38.2% | -8.9% | +47.1% | +38.1% |
| 1Y | +48.9% | -9.7% | +58.6% | +48.8% |
| 3Y | +252.8% | +202.5% | +50.4% | +158.4% |
| 5Y | +304.3% | -55.3% | +359.6% | +220.2% |
| All | +374.5% | -25.4% | +399.9% | +250.5% |
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