-71.1%
FIS vs AFRM
-58.9%
-12.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.8% | +6.4% |
| 7D | +1.5% | -10.3% | +11.8% | +2.8% |
| 30D | -11.8% | -13.7% | +1.9% | -10.5% |
| 3M | -28.5% | -11.6% | -17.0% | -27.8% |
| 6M | -27.0% | +2.1% | -29.1% | -27.9% |
| YTD | -53.1% | -8.9% | -44.2% | -53.3% |
| 1Y | -52.8% | -9.7% | -43.0% | -53.0% |
| 3Y | -37.5% | +202.5% | -239.9% | -50.5% |
| 5Y | -71.1% | -55.3% | -15.8% | -75.1% |
| All | -71.1% | -58.9% | -12.1% | -75.1% |
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