-24.1%
FICO vs AFRM
+203.8%
-227.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -0.9% | -7.3% | +6.4% | 0.0% |
| 30D | +3.3% | -9.6% | +12.9% | +4.5% |
| 3M | -31.7% | -11.1% | -20.7% | -30.9% |
| 6M | -34.0% | +3.9% | -37.8% | -35.1% |
| YTD | -58.3% | -8.5% | -49.8% | -58.7% |
| 1Y | -57.9% | +3.3% | -61.2% | -59.1% |
| 3Y | -24.1% | +213.7% | -237.8% | -31.8% |
| All | -24.1% | +203.8% | -227.9% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling