-29.3%
AFRM vs FLR
+140.3%
-169.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.6% | -4.0% |
| 7D | -7.3% | -0.8% | -6.5% | -7.0% |
| 30D | -9.6% | -9.1% | -0.4% | -5.0% |
| 3M | -11.1% | -4.7% | -6.4% | -11.1% |
| 6M | +3.9% | -14.2% | +18.1% | +8.0% |
| YTD | -8.5% | +17.3% | -25.8% | -21.5% |
| 1Y | +3.3% | +4.3% | -1.0% | -5.2% |
| 3Y | +213.7% | +30.7% | +183.0% | +137.9% |
| 5Y | -58.5% | +101.3% | -159.8% | -72.6% |
| All | -29.3% | +140.3% | -169.7% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling