-29.3%
AFRM vs FDS
+3.7%
-33.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | +0.4% |
| 7D | -7.3% | -0.5% | -6.8% | -7.0% |
| 30D | -9.6% | +20.2% | -29.8% | -21.2% |
| 3M | -11.1% | +19.9% | -30.9% | -23.4% |
| 6M | +3.9% | +56.2% | -52.3% | -32.4% |
| YTD | -8.5% | +14.6% | -23.0% | -22.0% |
| 1Y | +3.3% | +31.6% | -28.3% | -26.4% |
| 3Y | +213.7% | -23.8% | +237.6% | +300.0% |
| 5Y | -58.5% | -22.6% | -36.0% | -47.6% |
| All | -29.3% | +3.7% | -33.0% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling