+22.8%
FLEX vs AFRM
-10.2%
+33.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +12.0% |
| 7D | -7.2% | -7.5% | +0.4% | -5.5% |
| 30D | -34.8% | -15.7% | -19.1% | -32.3% |
| 3M | -35.6% | -9.6% | -26.0% | -34.2% |
| 6M | -45.0% | +6.3% | -51.3% | -45.2% |
| YTD | +29.4% | -8.6% | +38.0% | +25.8% |
| All | +22.8% | -10.2% | +33.1% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling