-83.7%
FIG vs AFRM
+0.4%
-84.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.6% |
| 7D | -13.1% | -7.3% | -5.8% | -11.0% |
| 30D | -13.0% | -9.6% | -3.4% | -10.5% |
| 3M | -21.5% | -11.1% | -10.5% | -19.1% |
| 6M | -2.5% | +3.9% | -6.3% | -2.8% |
| YTD | -49.7% | -8.5% | -41.2% | -51.0% |
| 1Y | -59.1% | +3.3% | -62.4% | -60.1% |
| All | -83.7% | +0.4% | -84.1% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling