-75.1%
FIS vs AFRM
-27.4%
-47.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.2% |
| 7D | -27.4% | -8.4% | -19.0% | -26.9% |
| 30D | -16.8% | -18.3% | +1.4% | -15.5% |
| 3M | -32.6% | -12.7% | -19.9% | -32.0% |
| 6M | -33.4% | +3.0% | -36.4% | -34.1% |
| YTD | -56.0% | -11.4% | -44.7% | -56.1% |
| 1Y | -55.1% | -13.3% | -41.8% | -55.1% |
| 3Y | -41.4% | +194.0% | -235.4% | -50.2% |
| 5Y | -72.7% | -50.6% | -22.0% | -78.1% |
| All | -75.1% | -27.4% | -47.6% | -79.5% |
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 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