-29.4%
AFRM vs FDS
+3.4%
-32.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -7.5% | -5.0% | -2.6% | -4.1% |
| 30D | -15.7% | +13.8% | -29.5% | -23.6% |
| 3M | -9.6% | +14.8% | -24.4% | -19.5% |
| 6M | +6.3% | +47.4% | -41.1% | -27.0% |
| YTD | -8.6% | +14.2% | -22.7% | -21.9% |
| 1Y | -7.6% | +26.6% | -34.2% | -31.5% |
| 3Y | +173.7% | -24.4% | +198.1% | +251.7% |
| 5Y | -56.9% | -22.6% | -34.2% | -45.4% |
| All | -29.4% | +3.4% | -32.8% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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