-58.3%
AFRM vs FE
+42.2%
-100.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.5% |
| 7D | -7.3% | -1.0% | -6.3% | -6.8% |
| 30D | -9.6% | +4.1% | -13.7% | -11.5% |
| 3M | -11.1% | -1.0% | -10.0% | -10.7% |
| 6M | +3.9% | +4.0% | -0.1% | +1.3% |
| YTD | -8.5% | +6.8% | -15.3% | -13.4% |
| 1Y | +3.3% | +5.3% | -2.0% | -1.5% |
| 3Y | +213.7% | +44.6% | +169.1% | +122.9% |
| All | -58.3% | +42.2% | -100.5% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling