-83.6%
FIG vs AFRM
0.0%
-83.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.0% | +1.0% |
| 7D | -14.3% | -10.3% | -4.0% | -11.4% |
| 30D | -13.6% | -13.7% | +0.1% | -10.1% |
| 3M | -23.7% | -11.6% | -12.2% | -21.3% |
| 6M | -5.4% | +2.1% | -7.5% | -5.2% |
| YTD | -49.2% | -8.9% | -40.4% | -50.5% |
| 1Y | -57.4% | -9.7% | -47.6% | -58.8% |
| All | -83.6% | 0.0% | -83.5% | -82.9% |
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