+106.4%
FITB vs AFRM
-25.1%
+131.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.5% |
| 7D | -1.5% | -7.3% | +5.8% | -0.7% |
| 30D | +5.8% | -9.6% | +15.4% | +6.9% |
| 3M | -6.1% | -11.1% | +5.0% | -5.2% |
| 6M | +5.9% | +3.9% | +2.1% | +4.6% |
| YTD | +16.1% | -8.5% | +24.6% | +15.6% |
| 1Y | +28.8% | +3.3% | +25.6% | +26.1% |
| 3Y | +126.0% | +213.7% | -87.7% | +87.2% |
| 5Y | +45.3% | -58.5% | +103.8% | +16.7% |
| All | +106.4% | -25.1% | +131.4% | +64.8% |
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