-25.2%
AFRM vs FLR
+192.8%
-218.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +3.1% | +0.7% | +2.4% | +2.7% |
| 30D | -4.2% | -0.7% | -3.5% | -4.6% |
| 3M | +10.1% | +14.3% | -4.2% | -0.4% |
| 6M | +39.4% | +25.6% | +13.8% | +17.3% |
| YTD | -3.2% | +42.9% | -46.0% | -24.9% |
| 1Y | -16.1% | +38.7% | -54.8% | -33.9% |
| 3Y | +220.8% | +61.8% | +159.0% | +119.4% |
| 5Y | -17.7% | +254.1% | -271.8% | -54.2% |
| All | -25.2% | +192.8% | -218.0% | -57.1% |
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