-19.9%
LVS vs AFRM
+48.4%
-68.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -13.4% |
| 6M | -19.9% | +42.6% | -62.5% | -27.3% |
| All | -19.9% | +48.4% | -68.3% | -27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling