-52.0%
FIG vs AFRM
-16.7%
-35.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.3% |
| 7D | +3.4% | -4.4% | +7.8% | +5.3% |
| 30D | -9.5% | -7.7% | -1.8% | -5.8% |
| 3M | -26.2% | -16.9% | -9.3% | -20.7% |
| 6M | +2.7% | +2.5% | +0.2% | +1.6% |
| YTD | -48.0% | -12.5% | -35.4% | -47.6% |
| 1Y | -52.0% | -11.0% | -41.0% | -51.2% |
| All | -52.0% | -16.7% | -35.3% | -51.2% |
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 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