+184.6%
AFRM vs FLR
+35.7%
+148.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -4.4% | +5.4% | -9.8% | -7.2% |
| 30D | -7.7% | +2.8% | -10.5% | -9.4% |
| 3M | -16.9% | -6.4% | -10.5% | -14.9% |
| 6M | +2.5% | +8.8% | -6.3% | -6.4% |
| YTD | -12.5% | +23.6% | -36.1% | -28.6% |
| 1Y | -11.0% | +13.8% | -24.8% | -23.6% |
| 3Y | +184.6% | +36.5% | +148.1% | +80.1% |
| All | +184.6% | +35.7% | +148.9% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling