+47.3%
FICO vs AFRM
-28.4%
+75.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +2.2% | -4.4% | +6.6% | +2.8% |
| 30D | +0.1% | -7.7% | +7.7% | +1.0% |
| 3M | -35.2% | -16.9% | -18.3% | -33.8% |
| 6M | -32.4% | +2.5% | -34.8% | -33.3% |
| YTD | -57.4% | -12.5% | -44.9% | -57.4% |
| 1Y | -58.5% | -11.0% | -47.5% | -58.7% |
| 3Y | -28.9% | +184.6% | -213.4% | -43.1% |
| 5Y | +91.7% | -56.3% | +148.0% | +51.8% |
| All | +47.3% | -28.4% | +75.7% | +11.2% |
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