-20.9%
LVS vs AFRM
-25.1%
+4.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.2% |
| 7D | +11.1% | -7.3% | +18.4% | +12.1% |
| 30D | +14.7% | -9.6% | +24.2% | +15.9% |
| 3M | -10.9% | -11.1% | +0.1% | -10.0% |
| 6M | -22.3% | +3.9% | -26.2% | -23.4% |
| YTD | -35.8% | -8.5% | -27.3% | -36.1% |
| 1Y | -33.5% | +3.3% | -36.7% | -34.9% |
| 3Y | -11.7% | +213.7% | -225.4% | -29.3% |
| 5Y | +2.6% | -58.5% | +61.2% | -19.9% |
| All | -20.9% | -25.1% | +4.2% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling