+416.7%
FLEX vs AFRM
-58.9%
+475.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +4.9% |
| 7D | -19.3% | -7.3% | -12.0% | -18.3% |
| 30D | -41.5% | -9.6% | -32.0% | -40.5% |
| 3M | -43.1% | -11.1% | -32.1% | -42.2% |
| 6M | -48.2% | +3.9% | -52.1% | -48.8% |
| YTD | +15.5% | -8.5% | +24.0% | +15.2% |
| 1Y | +10.2% | +3.3% | +7.0% | +7.5% |
| 3Y | +256.8% | +213.7% | +43.1% | +175.3% |
| All | +416.7% | -58.9% | +475.6% | +369.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling