-62.2%
FIS vs AFRM
-23.1%
-39.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | +1.1% | -7.0% | +8.0% | +1.9% |
| 30D | -2.2% | -7.8% | +5.6% | -1.4% |
| 3M | +2.1% | +5.3% | -3.2% | +1.2% |
| 6M | -14.7% | +42.6% | -57.3% | -18.5% |
| YTD | -35.7% | -2.8% | -32.9% | -36.1% |
| 1Y | -37.1% | -19.3% | -17.8% | -36.6% |
| 3Y | -20.0% | +231.0% | -251.0% | -35.7% |
| All | -62.2% | -23.1% | -39.2% | -70.5% |
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 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