+48.0%
FICO vs AFRM
-25.2%
+73.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.1% | -7.5% | +7.5% | +0.9% |
| 30D | +8.4% | -15.7% | +24.1% | +10.7% |
| 3M | -30.5% | -9.6% | -20.9% | -29.9% |
| 6M | -35.7% | +6.3% | -42.0% | -36.9% |
| YTD | -57.2% | -8.6% | -48.6% | -57.4% |
| 1Y | -58.4% | -7.6% | -50.8% | -58.8% |
| 3Y | -24.8% | +173.7% | -198.5% | -39.7% |
| 5Y | +79.3% | -56.9% | +136.1% | +41.4% |
| All | +48.0% | -25.2% | +73.2% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling