-29.4%
AFRM vs FND
-48.6%
+19.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -3.8% |
| 7D | -7.5% | +8.5% | -16.1% | -14.5% |
| 30D | -15.7% | +17.2% | -32.9% | -27.8% |
| 3M | -9.6% | -14.9% | +5.3% | +2.7% |
| 6M | +6.3% | +3.1% | +3.2% | -3.1% |
| YTD | -8.6% | -12.4% | +3.8% | -7.1% |
| 1Y | -7.6% | -10.0% | +2.4% | -9.4% |
| 3Y | +173.7% | -31.3% | +205.0% | +195.7% |
| 5Y | -56.9% | -60.3% | +3.4% | -12.3% |
| All | -29.4% | -48.6% | +19.2% | +24.3% |
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