+101.7%
FICO vs AFRM
-23.1%
+124.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.6% | -14.1% | -16.3% |
| 7D | -19.2% | -7.0% | -12.2% | -18.3% |
| 30D | -14.6% | -7.8% | -6.8% | -13.5% |
| 3M | -20.1% | +5.3% | -25.4% | -21.1% |
| 6M | -36.3% | +42.6% | -79.0% | -40.2% |
| YTD | -44.9% | -2.8% | -42.1% | -45.4% |
| 1Y | -38.6% | -19.3% | -19.3% | -38.0% |
| 3Y | +4.0% | +231.0% | -227.0% | -21.2% |
| All | +101.7% | -23.1% | +124.7% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling