+458.2%
FLEX vs AFRM
-27.6%
+485.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | -0.6% |
| 7D | +17.1% | -5.5% | +22.6% | +18.0% |
| 30D | -29.5% | -15.5% | -14.1% | -27.8% |
| 3M | -37.3% | -10.3% | -27.0% | -36.4% |
| 6M | -44.1% | +0.6% | -44.7% | -44.3% |
| YTD | +29.3% | -11.5% | +40.8% | +29.7% |
| 1Y | +24.2% | -16.6% | +40.8% | +25.3% |
| 3Y | +297.3% | +193.5% | +103.8% | +221.6% |
| 5Y | +446.2% | -55.8% | +502.0% | +358.4% |
| All | +458.2% | -27.6% | +485.8% | +349.3% |
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