-32.4%
AFRM vs FDS
+5.2%
-37.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.4% | +1.5% | -5.9% | -5.4% |
| 30D | -7.7% | +14.8% | -22.5% | -16.8% |
| 3M | -16.9% | +16.3% | -33.2% | -26.7% |
| 6M | +2.5% | +66.2% | -63.7% | -36.5% |
| YTD | -12.5% | +16.2% | -28.8% | -26.2% |
| 1Y | -11.0% | +21.8% | -32.9% | -30.2% |
| 3Y | +184.6% | -23.9% | +208.5% | +267.7% |
| 5Y | -56.3% | -23.1% | -33.2% | -44.9% |
| All | -32.4% | +5.2% | -37.7% | -25.7% |
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