+35.2%
LYFT vs AFRM
+209.4%
-174.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.6% |
| 7D | -8.4% | -1.3% | -7.1% | -8.0% |
| 30D | -7.6% | -2.7% | -4.9% | -6.9% |
| 3M | +11.7% | +7.4% | +4.3% | +9.5% |
| 6M | +15.1% | +40.7% | -25.6% | +4.0% |
| YTD | -20.9% | -4.0% | -16.9% | -21.7% |
| 1Y | -16.4% | -12.2% | -4.1% | -16.0% |
| 3Y | +35.2% | +203.1% | -167.9% | -19.1% |
| All | +35.2% | +209.4% | -174.2% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling