-59.1%
FIG vs AFRM
-4.3%
-54.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.9% |
| 7D | -13.1% | -7.3% | -5.8% | -10.1% |
| 30D | -13.0% | -9.6% | -3.4% | -9.4% |
| 3M | -21.5% | -11.1% | -10.5% | -18.1% |
| 6M | -2.5% | +3.9% | -6.3% | -3.9% |
| YTD | -49.7% | -8.5% | -41.2% | -50.6% |
| 1Y | -59.1% | +3.3% | -62.4% | -61.6% |
| All | -59.1% | -4.3% | -54.8% | -61.6% |
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