-56.0%
AFRM vs FND
-63.9%
+7.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.9% |
| 7D | -4.4% | -6.8% | +2.4% | +1.7% |
| 30D | -7.7% | +8.0% | -15.6% | -15.2% |
| 3M | -16.9% | -18.9% | +2.1% | -1.1% |
| 6M | +2.5% | +4.7% | -2.2% | -8.3% |
| YTD | -12.5% | -21.6% | +9.1% | -1.9% |
| 1Y | -11.0% | -22.0% | +11.0% | -0.7% |
| 3Y | +184.6% | -40.4% | +225.0% | +245.2% |
| All | -56.0% | -63.9% | +7.9% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling