+398.6%
FLEX vs AFRM
-25.1%
+423.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +4.9% |
| 7D | -19.3% | -7.3% | -12.0% | -18.4% |
| 30D | -41.5% | -9.6% | -32.0% | -40.6% |
| 3M | -43.1% | -11.1% | -32.1% | -42.3% |
| 6M | -48.2% | +3.9% | -52.1% | -48.7% |
| YTD | +15.5% | -8.5% | +24.0% | +15.2% |
| 1Y | +10.2% | +3.3% | +7.0% | +7.8% |
| 3Y | +256.8% | +213.7% | +43.1% | +185.5% |
| 5Y | +408.2% | -58.5% | +466.7% | +326.1% |
| All | +398.6% | -25.1% | +423.7% | +299.4% |
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