-16.4%
AFRM vs FIGR
-31.9%
+15.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.9% | -8.0% | -2.0% |
| 7D | -7.5% | +12.5% | -20.1% | -10.2% |
| 30D | -15.7% | -14.1% | -1.6% | -12.9% |
| 3M | -9.6% | -14.3% | +4.7% | -7.8% |
| 6M | +6.3% | -34.8% | +41.1% | +14.2% |
| YTD | -8.6% | -40.0% | +31.4% | -5.7% |
| 1Y | -7.6% | -32.9% | +25.3% | -8.6% |
| All | -16.4% | -31.9% | +15.5% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling