-38.6%
FICO vs AFRM
-15.0%
-23.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.6% | -14.1% | -16.1% |
| 7D | -19.2% | -7.0% | -12.2% | -18.0% |
| 30D | -14.6% | -7.8% | -6.8% | -13.2% |
| 3M | -20.1% | +5.3% | -25.4% | -21.4% |
| 6M | -36.3% | +42.6% | -79.0% | -41.9% |
| YTD | -44.9% | -2.8% | -42.1% | -46.6% |
| 1Y | -38.6% | -19.3% | -19.3% | -37.6% |
| All | -38.6% | -15.0% | -23.6% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling