-15.2%
LVS vs AFRM
-20.7%
+5.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | +3.1% | -2.7% | -0.1% |
| 30D | -3.9% | -4.2% | +0.3% | -3.5% |
| 3M | -12.9% | +10.1% | -23.0% | -14.3% |
| 6M | -16.9% | +39.4% | -56.4% | -20.9% |
| YTD | -31.2% | -3.2% | -28.1% | -31.9% |
| 1Y | -16.4% | -16.1% | -0.3% | -16.2% |
| 3Y | -4.4% | +220.8% | -225.2% | -24.0% |
| 5Y | +6.7% | -17.7% | +24.3% | -18.1% |
| All | -15.2% | -20.7% | +5.5% | -37.2% |
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