+113.2%
LUV vs AFRM
+167.0%
-53.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.6% |
| 7D | +6.6% | -8.4% | +15.0% | +8.2% |
| 30D | +11.2% | -18.3% | +29.5% | +15.0% |
| 3M | +3.6% | -12.7% | +16.3% | +5.7% |
| 6M | +13.1% | +3.0% | +10.1% | +12.1% |
| YTD | +13.6% | -11.4% | +25.0% | +13.9% |
| 1Y | +44.4% | -13.3% | +57.7% | +44.8% |
| 3Y | +113.2% | +194.0% | -80.8% | +68.6% |
| All | +113.2% | +167.0% | -53.8% | +68.6% |
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