-51.9%
FISV vs AFRM
-20.4%
-31.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | -0.3% | -7.0% | +6.6% | +0.3% |
| 30D | -2.1% | -7.8% | +5.7% | -1.3% |
| 3M | -5.7% | +5.3% | -11.1% | -6.5% |
| 6M | -15.3% | +42.6% | -58.0% | -18.5% |
| YTD | -21.1% | -2.8% | -18.3% | -21.5% |
| 1Y | -61.1% | -19.3% | -41.8% | -60.7% |
| 3Y | -56.8% | +231.0% | -287.8% | -62.4% |
| 5Y | -54.2% | -22.2% | -31.9% | -61.1% |
| All | -51.9% | -20.4% | -31.5% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling