+221.8%
AFRM vs FND
-48.3%
+270.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.7% |
| 7D | -7.0% | -5.2% | -1.7% | -3.8% |
| 30D | -7.8% | -19.9% | +12.1% | +5.4% |
| 3M | +5.3% | +2.7% | +2.6% | +1.6% |
| 6M | +42.6% | -21.7% | +64.3% | +62.5% |
| YTD | -2.8% | -17.5% | +14.7% | +4.9% |
| 1Y | -19.3% | -39.3% | +20.0% | +6.6% |
| All | +221.8% | -48.3% | +270.2% | +364.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling