-36.3%
FICO vs AFRM
+48.4%
-84.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.6% | -14.1% | -16.0% |
| 7D | -19.2% | -7.0% | -12.2% | -17.8% |
| 30D | -14.6% | -7.8% | -6.8% | -13.2% |
| 3M | -20.1% | +5.3% | -25.4% | -21.7% |
| 6M | -36.3% | +42.6% | -79.0% | -46.7% |
| All | -36.3% | +48.4% | -84.8% | -46.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling