-22.9%
AFRM vs FLR
+33.3%
-56.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -4.3% |
| 7D | -8.0% | -3.1% | -4.9% | -6.9% |
| 30D | -9.8% | +4.9% | -14.7% | -11.5% |
| 3M | +4.7% | +10.8% | -6.1% | -1.3% |
| 6M | +34.1% | +19.7% | +14.5% | +18.8% |
| YTD | -8.4% | +38.4% | -46.8% | -27.5% |
| 1Y | -22.9% | +34.7% | -57.6% | -37.3% |
| All | -22.9% | +33.3% | -56.3% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling