+229.9%
AFRM vs FDS
-27.9%
+257.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.3% |
| 7D | -7.0% | -1.9% | -5.1% | -6.3% |
| 30D | -7.8% | +9.0% | -16.8% | -10.7% |
| 3M | +5.3% | +18.9% | -13.5% | -2.4% |
| 6M | +42.6% | +35.1% | +7.5% | +23.3% |
| YTD | -2.8% | +5.5% | -8.3% | -3.7% |
| 1Y | -19.3% | -16.8% | -2.5% | -6.3% |
| All | +229.9% | -27.9% | +257.8% | +326.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling