-29.4%
AFRM vs FLR
+160.2%
-189.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -4.5% |
| 7D | -7.5% | +8.5% | -16.1% | -11.7% |
| 30D | -15.7% | -0.7% | -15.0% | -15.7% |
| 3M | -9.6% | -11.7% | +2.1% | -4.7% |
| 6M | +6.3% | +16.2% | -9.9% | -6.0% |
| YTD | -8.6% | +27.0% | -35.6% | -25.0% |
| 1Y | -7.6% | +10.1% | -17.7% | -17.8% |
| 3Y | +173.7% | +46.2% | +127.5% | +95.1% |
| 5Y | -56.9% | +121.4% | -178.3% | -72.8% |
| All | -29.4% | +160.2% | -189.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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