-75.0%
FIS vs AFRM
-25.2%
-49.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -29.4% | -7.5% | -21.9% | -29.0% |
| 30D | -16.7% | -15.7% | -1.0% | -15.6% |
| 3M | -33.0% | -9.6% | -23.4% | -32.6% |
| 6M | -33.3% | +6.3% | -39.6% | -34.2% |
| YTD | -56.0% | -8.6% | -47.4% | -56.2% |
| 1Y | -54.6% | -7.6% | -47.0% | -54.9% |
| 3Y | -40.6% | +173.7% | -214.3% | -49.3% |
| 5Y | -71.9% | -56.9% | -15.1% | -77.7% |
| All | -75.0% | -25.2% | -49.9% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling