-19.3%
AFRM vs FND
-36.4%
+17.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.3% |
| 7D | -7.0% | -5.2% | -1.7% | -4.8% |
| 30D | -7.8% | -19.9% | +12.1% | +0.8% |
| 3M | +5.3% | +2.7% | +2.6% | +3.4% |
| 6M | +42.6% | -21.7% | +64.3% | +52.7% |
| YTD | -2.8% | -17.5% | +14.7% | +1.8% |
| 1Y | -19.3% | -39.3% | +20.0% | -15.2% |
| All | -19.3% | -36.4% | +17.0% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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