+1,969.8%
FIX vs AFRM
-25.2%
+1,995.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.1% | +9.5% | +9.4% |
| 7D | -7.2% | -7.5% | +0.3% | -6.3% |
| 30D | -35.1% | -15.7% | -19.4% | -33.7% |
| 3M | -34.3% | -9.6% | -24.7% | -33.7% |
| 6M | -42.9% | +6.3% | -49.2% | -43.8% |
| YTD | +19.5% | -8.6% | +28.0% | +19.1% |
| 1Y | +16.8% | -7.6% | +24.4% | +16.1% |
| 3Y | +506.7% | +173.7% | +333.1% | +414.8% |
| 5Y | +1,046.7% | -56.9% | +1,103.6% | +890.5% |
| All | +1,969.8% | -25.2% | +1,995.0% | +1,684.2% |
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