-24.9%
AFRM vs FND
-51.6%
+26.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -4.2% |
| 7D | -7.0% | -5.2% | -1.7% | -2.4% |
| 30D | -7.8% | -19.9% | +12.1% | +12.1% |
| 3M | +5.3% | +2.7% | +2.6% | -1.2% |
| 6M | +42.6% | -21.7% | +64.3% | +69.1% |
| YTD | -2.8% | -17.5% | +14.7% | +6.1% |
| 1Y | -19.3% | -39.3% | +20.0% | +16.5% |
| 3Y | +231.0% | -49.8% | +280.7% | +414.9% |
| 5Y | -22.2% | -60.1% | +37.8% | +61.9% |
| All | -24.9% | -51.6% | +26.7% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling