+392.1%
LRCX vs AFRM
+221.8%
+170.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.2% |
| 7D | +10.4% | +3.1% | +7.4% | +9.7% |
| 30D | +2.9% | -4.2% | +7.1% | +3.4% |
| 3M | -1.2% | +10.1% | -11.3% | -3.3% |
| 6M | +60.9% | +39.4% | +21.4% | +50.2% |
| YTD | +87.5% | -3.2% | +90.7% | +85.5% |
| 1Y | +206.6% | -16.1% | +222.7% | +208.8% |
| 3Y | +392.1% | +220.8% | +171.3% | +288.0% |
| All | +392.1% | +221.8% | +170.3% | +288.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling