+229.9%
AFRM vs FE
+49.5%
+180.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.6% |
| 7D | -7.0% | +1.9% | -8.9% | -7.2% |
| 30D | -7.8% | -1.2% | -6.6% | -7.7% |
| 3M | +5.3% | +3.5% | +1.8% | +4.9% |
| 6M | +42.6% | -6.1% | +48.7% | +43.5% |
| YTD | -2.8% | +7.6% | -10.4% | -4.8% |
| 1Y | -19.3% | +11.9% | -31.2% | -21.9% |
| All | +229.9% | +49.5% | +180.4% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling