+1,694.1%
FIX vs AFRM
-23.4%
+1,717.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.8% | -3.7% | -10.5% |
| 7D | -27.2% | -6.9% | -20.3% | -26.6% |
| 30D | -46.9% | -7.0% | -40.0% | -46.5% |
| 3M | -44.4% | -11.2% | -33.2% | -43.8% |
| 6M | -50.9% | +4.3% | -55.2% | -51.5% |
| YTD | +3.5% | -6.4% | +9.9% | +2.9% |
| 1Y | -2.1% | -2.6% | +0.5% | -3.4% |
| 3Y | +418.7% | +210.6% | +208.2% | +334.3% |
| 5Y | +894.6% | -57.6% | +952.1% | +757.9% |
| All | +1,694.1% | -23.4% | +1,717.5% | +1,441.9% |
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