-58.3%
AFRM vs FDS
-22.8%
-35.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | +0.5% |
| 7D | -7.3% | -0.5% | -6.8% | -7.0% |
| 30D | -9.6% | +20.2% | -29.8% | -21.7% |
| 3M | -11.1% | +19.9% | -30.9% | -23.9% |
| 6M | +3.9% | +56.2% | -52.3% | -34.0% |
| YTD | -8.5% | +14.6% | -23.0% | -22.2% |
| 1Y | +3.3% | +31.6% | -28.3% | -28.1% |
| 3Y | +213.7% | -23.8% | +237.6% | +310.7% |
| All | -58.3% | -22.8% | -35.5% | -45.2% |
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