+132.1%
LYV vs AFRM
-21.4%
+153.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.0% | -0.6% |
| 7D | -1.9% | -1.3% | -0.7% | -1.8% |
| 30D | -8.2% | -2.7% | -5.5% | -8.0% |
| 3M | -1.3% | +7.4% | -8.7% | -2.5% |
| 6M | +2.6% | +40.7% | -38.1% | -2.8% |
| YTD | +19.4% | -4.0% | +23.4% | +18.3% |
| 1Y | -2.2% | -12.2% | +10.0% | -2.8% |
| 3Y | +106.0% | +203.1% | -97.1% | +59.4% |
| 5Y | +97.7% | -42.2% | +139.9% | +52.2% |
| All | +132.1% | -21.4% | +153.5% | +67.5% |
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