+97.6%
LYV vs AFRM
-38.8%
+136.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.2% | -8.5% | +4.3% | -2.9% |
| 30D | -7.2% | -11.4% | +4.1% | -5.7% |
| 3M | +1.5% | +8.2% | -6.7% | 0.0% |
| 6M | +2.7% | +36.6% | -33.9% | -2.8% |
| YTD | +19.4% | -8.7% | +28.0% | +19.0% |
| 1Y | -0.5% | -19.9% | +19.4% | +0.3% |
| 3Y | +110.1% | +202.6% | -92.5% | +56.2% |
| 5Y | +97.6% | -45.0% | +142.6% | +50.2% |
| All | +97.6% | -38.8% | +136.4% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling