+110.8%
FITB vs AFRM
-27.4%
+138.3%
-51.7%
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 | +0.5% | -8.4% | +8.8% | +1.5% |
| 30D | +7.0% | -18.3% | +25.3% | +9.4% |
| 3M | -4.4% | -12.7% | +8.3% | -3.2% |
| 6M | +11.6% | +3.0% | +8.5% | +10.3% |
| YTD | +18.6% | -11.4% | +30.0% | +18.5% |
| 1Y | +29.8% | -13.3% | +43.2% | +29.8% |
| 3Y | +140.7% | +194.0% | -53.3% | +101.1% |
| 5Y | +48.6% | -50.6% | +99.2% | +19.6% |
| All | +110.8% | -27.4% | +138.3% | +69.0% |
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