-50.6%
AFRM vs FDS
-22.8%
-27.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -2.9% |
| 7D | -8.4% | -2.0% | -6.4% | -6.9% |
| 30D | -18.3% | +13.5% | -31.8% | -26.1% |
| 3M | -12.7% | +15.2% | -27.9% | -22.8% |
| 6M | +3.0% | +47.0% | -44.0% | -30.6% |
| YTD | -11.4% | +13.9% | -25.3% | -24.4% |
| 1Y | -13.3% | +25.2% | -38.5% | -36.1% |
| 3Y | +194.0% | -25.3% | +219.4% | +297.2% |
| 5Y | -50.6% | -23.3% | -27.3% | -34.7% |
| All | -50.6% | -22.8% | -27.8% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling