-56.6%
FICO vs AFRM
-0.6%
-55.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.8% | +8.8% | +2.2% |
| 7D | -0.3% | -6.9% | +6.7% | +0.8% |
| 30D | +1.7% | -7.0% | +8.7% | +2.4% |
| 3M | -35.2% | -11.2% | -24.0% | -34.3% |
| 6M | -33.7% | +4.3% | -37.9% | -35.2% |
| YTD | -58.2% | -6.4% | -51.7% | -60.2% |
| 1Y | -56.6% | -2.6% | -54.0% | -58.7% |
| All | -56.6% | -0.6% | -55.9% | -58.7% |
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