-74.0%
FIS vs AFRM
-28.4%
-45.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.3% |
| 7D | +2.8% | -4.4% | +7.2% | +3.3% |
| 30D | -16.7% | -7.7% | -9.1% | -16.3% |
| 3M | -32.3% | -16.9% | -15.4% | -31.4% |
| 6M | -29.1% | +2.5% | -31.5% | -29.7% |
| YTD | -54.1% | -12.5% | -41.6% | -54.1% |
| 1Y | -53.7% | -11.0% | -42.7% | -53.8% |
| 3Y | -38.8% | +184.6% | -223.4% | -47.9% |
| 5Y | -71.1% | -56.3% | -14.8% | -76.9% |
| All | -74.0% | -28.4% | -45.6% | -78.6% |
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