-84.0%
FIG vs AFRM
+2.6%
-86.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -7.8% | -8.8% | -14.5% |
| 7D | -17.4% | -6.9% | -10.5% | -15.4% |
| 30D | -15.9% | -7.0% | -8.9% | -14.1% |
| 3M | -34.5% | -11.2% | -23.3% | -32.5% |
| 6M | -5.0% | +4.3% | -9.3% | -5.5% |
| YTD | -50.7% | -6.4% | -44.2% | -52.2% |
| 1Y | -58.1% | -2.6% | -55.5% | -59.5% |
| All | -84.0% | +2.6% | -86.7% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling