+22.1%
LYB vs AFRM
-16.1%
+38.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -0.7% |
| 7D | +0.3% | -1.3% | +1.5% | +0.2% |
| 30D | +2.5% | -2.7% | +5.1% | +2.4% |
| 3M | +1.4% | +7.4% | -6.1% | +1.5% |
| 6M | -3.5% | +40.7% | -44.1% | -3.6% |
| YTD | +52.0% | -4.0% | +56.0% | +59.6% |
| 1Y | +22.1% | -12.2% | +34.3% | +26.6% |
| All | +22.1% | -16.1% | +38.1% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling