-21.5%
LVS vs AFRM
-28.4%
+6.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.8% |
| 7D | -0.8% | -4.4% | +3.6% | -0.3% |
| 30D | +10.0% | -7.7% | +17.7% | +11.0% |
| 3M | -11.0% | -16.9% | +5.8% | -9.3% |
| 6M | -20.1% | +2.5% | -22.6% | -21.1% |
| YTD | -36.3% | -12.5% | -23.8% | -36.3% |
| 1Y | -36.8% | -11.0% | -25.8% | -37.1% |
| 3Y | -9.5% | +184.6% | -194.1% | -26.6% |
| 5Y | +9.3% | -56.3% | +65.6% | -14.3% |
| All | -21.5% | -28.4% | +6.8% | -41.3% |
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 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