+221.8%
AFRM vs FLR
+56.7%
+165.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.4% |
| 7D | -7.0% | +5.4% | -12.4% | -9.8% |
| 30D | -7.8% | +11.4% | -19.2% | -14.9% |
| 3M | +5.3% | +11.4% | -6.1% | -3.6% |
| 6M | +42.6% | +16.6% | +26.0% | +23.8% |
| YTD | -2.8% | +41.7% | -44.5% | -26.2% |
| 1Y | -19.3% | +35.4% | -54.7% | -37.2% |
| All | +221.8% | +56.7% | +165.1% | +84.8% |
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