-42.6%
FISV vs AFRM
-27.4%
-15.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | 0.0% |
| 7D | +8.4% | -8.4% | +16.8% | +9.3% |
| 30D | +38.8% | -18.3% | +57.0% | +41.2% |
| 3M | +21.3% | -12.7% | +34.0% | +22.5% |
| 6M | +14.1% | +3.0% | +11.1% | +13.1% |
| YTD | -5.7% | -11.4% | +5.7% | -5.6% |
| 1Y | -0.8% | -13.3% | +12.6% | -0.7% |
| 3Y | -47.9% | +194.0% | -241.9% | -54.0% |
| 5Y | -36.8% | -50.6% | +13.8% | -46.7% |
| All | -42.6% | -27.4% | -15.1% | -51.3% |
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