+241.2%
FLEX vs AFRM
+210.7%
+30.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.8% | -5.8% | -12.1% |
| 7D | -28.3% | -6.9% | -21.4% | -27.3% |
| 30D | -45.0% | -7.0% | -38.1% | -44.2% |
| 3M | -45.2% | -11.2% | -34.0% | -44.2% |
| 6M | -30.8% | +4.3% | -35.1% | -31.7% |
| YTD | +10.4% | -6.4% | +16.9% | +9.7% |
| 1Y | +2.3% | -2.6% | +4.9% | +0.4% |
| All | +241.2% | +210.7% | +30.5% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling