-36.6%
AFRM vs FRSH
-70.6%
+34.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.1% | +1.0% |
| 7D | -7.0% | -8.2% | +1.2% | -0.8% |
| 30D | -7.8% | +10.5% | -18.3% | -15.0% |
| 3M | +5.3% | +32.7% | -27.4% | -17.4% |
| 6M | +42.6% | +50.3% | -7.6% | -0.6% |
| YTD | -2.8% | +3.9% | -6.7% | -11.9% |
| 1Y | -19.3% | -2.2% | -17.2% | -23.2% |
| 3Y | +231.0% | -42.9% | +273.9% | +343.6% |
| All | -36.6% | -70.6% | +34.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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