+1,929.0%
FIX vs AFRM
-16.8%
+1,945.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.0% | -20.1% | -15.8% |
| 7D | -18.9% | +3.1% | -22.0% | -19.4% |
| 30D | -36.3% | +1.1% | -37.4% | -36.5% |
| 3M | -38.5% | -3.2% | -35.3% | -38.6% |
| 6M | -42.3% | +12.7% | -55.0% | -43.6% |
| YTD | +17.1% | +1.6% | +15.5% | +15.0% |
| 1Y | +14.4% | +5.9% | +8.5% | +11.5% |
| 3Y | +486.7% | +237.0% | +249.7% | +385.3% |
| 5Y | +1,083.7% | -55.1% | +1,138.9% | +910.0% |
| All | +1,929.0% | -16.8% | +1,945.9% | +1,623.2% |
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 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