-71.4%
LULU vs AFRM
-20.4%
-51.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.6% | -14.8% | -16.9% |
| 7D | -16.7% | -7.0% | -9.8% | -15.6% |
| 30D | -18.5% | -7.8% | -10.7% | -17.4% |
| 3M | -19.5% | +5.3% | -24.8% | -20.4% |
| 6M | -41.9% | +42.6% | -84.6% | -45.8% |
| YTD | -51.6% | -2.8% | -48.8% | -51.9% |
| 1Y | -51.2% | -19.3% | -31.9% | -50.3% |
| 3Y | -75.1% | +231.0% | -306.1% | -82.0% |
| 5Y | -74.1% | -22.2% | -51.8% | -80.6% |
| All | -71.4% | -20.4% | -51.0% | -78.9% |
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 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