+420.4%
FIX vs AFRM
+210.7%
+209.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.8% | -3.7% | -9.8% |
| 7D | -27.2% | -6.9% | -20.3% | -26.1% |
| 30D | -46.9% | -7.0% | -40.0% | -46.2% |
| 3M | -44.4% | -11.2% | -33.2% | -43.4% |
| 6M | -50.9% | +4.3% | -55.2% | -52.0% |
| YTD | +3.5% | -6.4% | +9.9% | +2.2% |
| 1Y | -2.1% | -2.6% | +0.5% | -4.5% |
| All | +420.4% | +210.7% | +209.7% | +309.5% |
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 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