+213.7%
AFRM vs FE
+42.7%
+171.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -7.3% | -1.0% | -6.3% | -7.2% |
| 30D | -9.6% | +4.1% | -13.7% | -9.7% |
| 3M | -11.1% | -1.0% | -10.0% | -11.1% |
| 6M | +3.9% | +4.0% | -0.1% | +3.7% |
| YTD | -8.5% | +6.8% | -15.3% | -9.7% |
| 1Y | +3.3% | +5.3% | -2.0% | +2.3% |
| 3Y | +213.7% | +44.6% | +169.1% | +176.0% |
| All | +213.7% | +42.7% | +171.1% | +176.0% |
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