-70.1%
LYFT vs AFRM
-25.0%
-45.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.5% | -2.8% | -6.8% |
| 7D | -14.1% | -8.0% | -6.1% | -12.2% |
| 30D | -13.7% | -9.8% | -3.9% | -11.3% |
| 3M | +7.4% | +4.7% | +2.8% | +6.0% |
| 6M | +8.3% | +34.1% | -25.8% | -0.7% |
| YTD | -23.1% | -8.4% | -14.6% | -22.7% |
| 1Y | -19.0% | -22.9% | +3.9% | -15.8% |
| 3Y | +37.7% | +203.3% | -165.6% | -11.0% |
| 5Y | -70.5% | -26.0% | -44.5% | -80.4% |
| All | -70.1% | -25.0% | -45.0% | -81.0% |
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 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