-25.2%
AFRM vs FND
-53.8%
+28.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +3.8% |
| 7D | +3.1% | +0.4% | +2.7% | +2.4% |
| 30D | -4.2% | -23.6% | +19.3% | +21.7% |
| 3M | +10.1% | +4.3% | +5.8% | +1.5% |
| 6M | +39.4% | -20.3% | +59.7% | +62.1% |
| YTD | -3.2% | -21.3% | +18.1% | +10.1% |
| 1Y | -16.1% | -45.4% | +29.3% | +34.8% |
| 3Y | +220.8% | -48.9% | +269.7% | +382.1% |
| 5Y | -17.7% | -61.0% | +43.4% | +76.1% |
| All | -25.2% | -53.8% | +28.6% | +47.4% |
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