-31.7%
AFRM vs FIVN
-83.7%
+52.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.2% |
| 7D | -5.5% | -17.4% | +11.9% | +5.0% |
| 30D | -15.5% | -20.4% | +4.9% | -4.3% |
| 3M | -10.3% | -9.6% | -0.7% | -8.5% |
| 6M | +0.6% | +34.7% | -34.1% | -26.3% |
| YTD | -11.5% | +40.6% | -52.1% | -42.0% |
| 1Y | -16.6% | +34.3% | -50.9% | -43.4% |
| 3Y | +193.5% | -55.5% | +249.0% | +312.3% |
| 5Y | -55.8% | -82.5% | +26.6% | +23.3% |
| All | -31.7% | -83.7% | +52.0% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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