-12.2%
LUV vs AFRM
-25.0%
+12.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.7% |
| 7D | +0.7% | -8.0% | +8.7% | +1.6% |
| 30D | -13.4% | -9.8% | -3.7% | -12.5% |
| 3M | -9.6% | +4.7% | -14.3% | -10.2% |
| 6M | -8.9% | +34.1% | -43.0% | -12.3% |
| YTD | -5.2% | -8.4% | +3.3% | -5.0% |
| 1Y | +27.0% | -22.9% | +50.0% | +28.9% |
| 3Y | +39.6% | +203.3% | -163.7% | +15.4% |
| 5Y | -14.4% | -26.0% | +11.6% | -31.1% |
| All | -12.2% | -25.0% | +12.8% | -29.9% |
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 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