+24.9%
AFRM vs FGI
-70.6%
+95.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | -7.3% | -7.0% | -0.3% | -7.0% |
| 30D | -9.6% | -4.2% | -5.3% | -9.5% |
| 3M | -11.1% | +55.6% | -66.7% | -15.2% |
| 6M | +3.9% | -3.2% | +7.0% | +0.5% |
| YTD | -8.5% | +29.1% | -37.6% | -14.8% |
| 1Y | +3.3% | +51.0% | -47.7% | -5.0% |
| 3Y | +213.7% | +1.5% | +212.2% | +187.7% |
| All | +24.9% | -70.6% | +95.5% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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