-55.8%
FIG vs AFRM
-15.0%
-40.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.7% | -3.5% |
| 7D | -16.3% | -7.0% | -9.4% | -14.4% |
| 30D | -14.3% | -7.8% | -6.5% | -12.0% |
| 3M | +7.2% | +5.3% | +1.8% | +5.0% |
| 6M | -18.6% | +42.6% | -61.3% | -28.0% |
| YTD | -35.5% | -2.8% | -32.7% | -37.6% |
| 1Y | -55.8% | -19.3% | -36.5% | -55.8% |
| All | -55.8% | -15.0% | -40.8% | -55.8% |
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 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