+534.7%
LRCX vs AFRM
-25.0%
+559.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.0% | -0.4% |
| 7D | +9.5% | -8.0% | +17.6% | +11.2% |
| 30D | +3.1% | -9.8% | +12.9% | +4.8% |
| 3M | -3.4% | +4.7% | -8.1% | -4.6% |
| 6M | +49.7% | +34.1% | +15.6% | +40.5% |
| YTD | +84.9% | -8.4% | +93.3% | +84.9% |
| 1Y | +200.8% | -22.9% | +223.8% | +208.3% |
| 3Y | +385.1% | +203.3% | +181.8% | +250.4% |
| 5Y | +460.5% | -26.0% | +486.5% | +315.5% |
| All | +534.7% | -25.0% | +559.8% | +369.4% |
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