-2.2%
LYV vs AFRM
-16.1%
+13.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.0% | -0.4% |
| 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% | -1.7% |
| 6M | +2.6% | +40.7% | -38.1% | +0.1% |
| YTD | +19.4% | -4.0% | +23.4% | +17.4% |
| 1Y | -2.2% | -12.2% | +10.0% | -4.5% |
| All | -2.2% | -16.1% | +13.8% | -4.5% |
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 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