-29.3%
AFRM vs FND
-50.6%
+21.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | -7.3% | +7.7% | -15.0% | -13.6% |
| 30D | -9.6% | +11.9% | -21.4% | -19.2% |
| 3M | -11.1% | -14.6% | +3.5% | +0.4% |
| 6M | +3.9% | +0.5% | +3.4% | -3.0% |
| YTD | -8.5% | -15.8% | +7.3% | -3.5% |
| 1Y | +3.3% | -12.9% | +16.2% | +4.4% |
| 3Y | +213.7% | -34.2% | +247.9% | +250.3% |
| 5Y | -58.5% | -61.6% | +3.0% | -13.0% |
| All | -29.3% | -50.6% | +21.3% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling