-20.9%
AFRM vs FLR
+242.2%
-263.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.2% |
| 7D | -7.0% | +5.4% | -12.4% | -10.2% |
| 30D | -7.8% | +11.4% | -19.2% | -15.9% |
| 3M | +5.3% | +11.4% | -6.1% | -4.9% |
| 6M | +42.6% | +16.6% | +26.0% | +21.6% |
| YTD | -2.8% | +41.7% | -44.5% | -28.1% |
| 1Y | -19.3% | +35.4% | -54.7% | -38.8% |
| 3Y | +231.0% | +57.3% | +173.7% | +101.1% |
| All | -20.9% | +242.2% | -263.2% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling