-4.7%
LYB vs AFRM
-21.4%
+16.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.3% |
| 7D | +0.3% | -1.3% | +1.5% | +0.3% |
| 30D | +2.5% | -2.7% | +5.1% | +2.5% |
| 3M | +1.4% | +7.4% | -6.1% | +0.5% |
| 6M | -3.5% | +40.7% | -44.1% | -6.7% |
| YTD | +52.0% | -4.0% | +56.0% | +51.0% |
| 1Y | +22.1% | -12.2% | +34.3% | +21.6% |
| 3Y | -22.8% | +203.1% | -225.9% | -31.9% |
| 5Y | -3.4% | -42.2% | +38.9% | -16.4% |
| All | -4.7% | -21.4% | +16.7% | -19.0% |
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