+187.8%
AFRM vs FND
-38.2%
+225.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.4% | -0.3% |
| 7D | -5.5% | -5.1% | -0.4% | -2.5% |
| 30D | -15.5% | +9.2% | -24.7% | -20.3% |
| 3M | -10.3% | -17.7% | +7.4% | +0.3% |
| 6M | +0.6% | +2.5% | -1.8% | -3.9% |
| YTD | -11.5% | -19.8% | +8.3% | -3.6% |
| 1Y | -16.6% | -22.7% | +6.1% | -7.1% |
| All | +187.8% | -38.2% | +225.9% | +222.8% |
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