+46.7%
FICO vs AFRM
-27.6%
+74.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | -1.2% |
| 7D | +1.4% | -5.5% | +6.9% | +2.2% |
| 30D | -0.8% | -15.5% | +14.7% | +1.3% |
| 3M | -31.3% | -10.3% | -21.0% | -30.6% |
| 6M | -33.9% | +0.6% | -34.6% | -34.7% |
| YTD | -57.6% | -11.5% | -46.0% | -57.6% |
| 1Y | -59.7% | -16.6% | -43.0% | -59.5% |
| 3Y | -28.0% | +193.5% | -221.6% | -42.7% |
| 5Y | +91.0% | -55.8% | +146.8% | +51.0% |
| All | +46.7% | -27.6% | +74.3% | +10.6% |
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 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