-83.2%
FIG vs AFRM
-4.1%
-79.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.1% |
| 7D | +3.4% | -4.4% | +7.8% | +4.7% |
| 30D | -9.5% | -7.7% | -1.8% | -7.0% |
| 3M | -26.2% | -16.9% | -9.3% | -22.6% |
| 6M | +2.7% | +2.5% | +0.2% | +3.1% |
| YTD | -48.0% | -12.5% | -35.4% | -48.7% |
| 1Y | -52.0% | -11.0% | -41.0% | -53.2% |
| All | -83.2% | -4.1% | -79.1% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling