+173.7%
AFRM vs FDS
-24.3%
+198.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -7.5% | -5.0% | -2.6% | -5.9% |
| 30D | -15.7% | +13.8% | -29.5% | -19.5% |
| 3M | -9.6% | +14.8% | -24.4% | -14.2% |
| 6M | +6.3% | +47.4% | -41.1% | -10.2% |
| YTD | -8.6% | +14.2% | -22.7% | -12.1% |
| 1Y | -7.6% | +26.6% | -34.2% | -18.1% |
| 3Y | +173.7% | -24.4% | +198.1% | +266.4% |
| All | +173.7% | -24.3% | +198.0% | +266.4% |
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 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