-51.1%
FIS vs AFRM
+8.5%
-59.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.0% | -28.7% | -24.4% |
| 7D | -18.4% | +3.1% | -21.5% | -18.9% |
| 30D | -11.4% | +1.1% | -12.5% | -11.9% |
| 3M | -32.0% | -3.2% | -28.7% | -32.0% |
| 6M | -35.6% | +12.7% | -48.3% | -37.7% |
| YTD | -53.8% | +1.6% | -55.4% | -55.9% |
| 1Y | -51.1% | +5.9% | -56.9% | -53.4% |
| All | -51.1% | +8.5% | -59.6% | -53.4% |
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