-23.6%
LVS vs AFRM
-27.6%
+4.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.9% |
| 7D | -3.9% | -5.5% | +1.6% | -3.2% |
| 30D | +7.1% | -15.5% | +22.5% | +9.1% |
| 3M | -13.2% | -10.3% | -2.9% | -12.4% |
| 6M | -22.8% | +0.6% | -23.4% | -23.6% |
| YTD | -38.0% | -11.5% | -26.5% | -38.1% |
| 1Y | -39.5% | -16.6% | -22.9% | -39.2% |
| 3Y | -12.2% | +193.5% | -205.7% | -29.0% |
| 5Y | +6.4% | -55.8% | +62.2% | -16.7% |
| All | -23.6% | -27.6% | +4.0% | -43.0% |
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