-11.0%
AFRM vs FDS
+25.7%
-36.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.4% | +1.5% | -5.9% | -4.6% |
| 30D | -7.7% | +14.8% | -22.5% | -9.7% |
| 3M | -16.9% | +16.3% | -33.2% | -19.0% |
| 6M | +2.5% | +66.2% | -63.7% | -6.6% |
| YTD | -12.5% | +16.2% | -28.8% | -19.4% |
| 1Y | -11.0% | +21.8% | -32.9% | -18.8% |
| All | -11.0% | +25.7% | -36.7% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling