-55.9%
FISV vs AFRM
-25.0%
-30.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.1% | -3.8% |
| 7D | -6.4% | -8.0% | +1.6% | -5.7% |
| 30D | -6.8% | -9.8% | +2.9% | -5.9% |
| 3M | -10.0% | +4.7% | -14.6% | -10.6% |
| 6M | -20.6% | +34.1% | -54.8% | -23.1% |
| YTD | -27.6% | -8.4% | -19.1% | -27.6% |
| 1Y | -64.3% | -22.9% | -41.4% | -63.9% |
| 3Y | -60.0% | +203.3% | -263.3% | -64.9% |
| 5Y | -57.7% | -26.0% | -31.7% | -63.9% |
| All | -55.9% | -25.0% | -30.8% | -62.6% |
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