+2,894.1%
FIX vs AFRM
-20.4%
+2,914.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.3% |
| 7D | +6.0% | -7.0% | +13.0% | +7.0% |
| 30D | -7.2% | -7.8% | +0.6% | -6.5% |
| 3M | -15.9% | +5.3% | -21.2% | -16.8% |
| 6M | +12.7% | +42.6% | -29.9% | +6.8% |
| YTD | +72.8% | -2.8% | +75.6% | +71.2% |
| 1Y | +122.9% | -19.3% | +142.2% | +125.1% |
| 3Y | +774.3% | +231.0% | +543.4% | +624.6% |
| 5Y | +2,049.5% | -22.2% | +2,071.7% | +1,704.9% |
| All | +2,894.1% | -20.4% | +2,914.5% | +2,465.7% |
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