-19.3%
AFRM vs FE
+11.4%
-30.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.9% |
| 7D | -7.0% | +1.9% | -8.9% | -6.2% |
| 30D | -7.8% | -1.2% | -6.6% | -8.1% |
| 3M | +5.3% | +3.5% | +1.8% | +8.0% |
| 6M | +42.6% | -6.1% | +48.7% | +34.8% |
| YTD | -2.8% | +7.6% | -10.4% | +2.5% |
| 1Y | -19.3% | +11.9% | -31.2% | +0.7% |
| All | -19.3% | +11.4% | -30.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling