-11.1%
AFRM vs FIGR
-0.1%
-11.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -7.0% | -0.2% | -6.7% | -7.0% |
| 30D | -7.8% | +25.2% | -33.0% | -13.1% |
| 3M | +5.3% | +14.8% | -9.5% | +0.6% |
| 6M | +42.6% | +17.9% | +24.7% | +33.9% |
| YTD | -2.8% | -11.9% | +9.2% | -7.4% |
| All | -11.1% | -0.1% | -11.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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