+442.4%
FLEX vs AFRM
+232.3%
+210.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.9% |
| 7D | -0.9% | -7.0% | +6.1% | +0.3% |
| 30D | -10.1% | -7.8% | -2.4% | -9.1% |
| 3M | -31.3% | +5.3% | -36.7% | -32.2% |
| 6M | +71.3% | +42.6% | +28.6% | +59.4% |
| YTD | +81.2% | -2.8% | +84.0% | +78.7% |
| 1Y | +98.5% | -19.3% | +117.8% | +100.5% |
| All | +442.4% | +232.3% | +210.1% | +323.4% |
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 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