-46.8%
FISV vs AFRM
+172.4%
-219.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +22.3% | -7.5% | +29.9% | +23.6% |
| 30D | +39.2% | -15.7% | +54.9% | +42.4% |
| 3M | +21.2% | -9.6% | +30.8% | +22.5% |
| 6M | +14.5% | +6.3% | +8.2% | +12.4% |
| YTD | -5.4% | -8.6% | +3.2% | -6.1% |
| 1Y | -0.3% | -7.6% | +7.3% | -1.4% |
| 3Y | -46.8% | +173.7% | -220.4% | -50.7% |
| All | -46.8% | +172.4% | -219.2% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling