-71.4%
FIS vs AFRM
-58.9%
-12.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | -25.5% | -7.3% | -18.2% | -25.0% |
| 30D | -15.1% | -9.6% | -5.5% | -14.4% |
| 3M | -32.1% | -11.1% | -21.1% | -31.5% |
| 6M | -36.1% | +3.9% | -39.9% | -37.0% |
| YTD | -55.4% | -8.5% | -46.9% | -55.6% |
| 1Y | -53.9% | +3.3% | -57.1% | -54.9% |
| 3Y | -39.8% | +213.7% | -253.5% | -52.4% |
| All | -71.4% | -58.9% | -12.5% | -76.8% |
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