-17.7%
LVS vs AFRM
-15.0%
-2.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | -1.5% | -7.0% | +5.5% | -0.5% |
| 30D | -3.2% | -7.8% | +4.6% | -2.2% |
| 3M | -12.0% | +5.3% | -17.3% | -13.2% |
| 6M | -19.9% | +42.6% | -62.5% | -25.4% |
| YTD | -30.6% | -2.8% | -27.8% | -32.2% |
| 1Y | -17.7% | -19.3% | +1.6% | -19.3% |
| All | -17.7% | -15.0% | -2.7% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling