+132.5%
LYV vs AFRM
-20.7%
+153.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -3.8% | +3.1% | -6.9% | -4.2% |
| 30D | -5.7% | -4.2% | -1.4% | -5.2% |
| 3M | +6.9% | +10.1% | -3.3% | +5.2% |
| 6M | +9.2% | +39.4% | -30.2% | +3.6% |
| YTD | +19.6% | -3.2% | +22.8% | +18.4% |
| 1Y | +0.6% | -16.1% | +16.7% | +0.7% |
| 3Y | +110.6% | +220.8% | -110.2% | +61.7% |
| 5Y | +96.6% | -17.7% | +114.3% | +48.3% |
| All | +132.5% | -20.7% | +153.2% | +67.6% |
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