-10.1%
LUV vs AFRM
-20.4%
+10.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.6% |
| 7D | +0.4% | -7.0% | +7.4% | +1.3% |
| 30D | -18.4% | -7.8% | -10.6% | -17.7% |
| 3M | -3.2% | +5.3% | -8.5% | -4.0% |
| 6M | -14.8% | +42.6% | -57.5% | -18.7% |
| YTD | -2.9% | -2.8% | -0.1% | -3.4% |
| 1Y | +29.6% | -19.3% | +48.9% | +30.8% |
| 3Y | +35.2% | +231.0% | -195.8% | +10.6% |
| 5Y | -11.7% | -22.2% | +10.6% | -29.4% |
| All | -10.1% | -20.4% | +10.3% | -28.7% |
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