+376.8%
FLEX vs AFRM
-23.4%
+400.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.8% | -5.8% | -12.5% |
| 7D | -28.3% | -6.9% | -21.4% | -27.5% |
| 30D | -45.0% | -7.0% | -38.1% | -44.4% |
| 3M | -45.2% | -11.2% | -34.0% | -44.4% |
| 6M | -30.8% | +4.3% | -35.1% | -31.6% |
| YTD | +10.4% | -6.4% | +16.9% | +9.9% |
| 1Y | +2.3% | -2.6% | +4.9% | +0.8% |
| 3Y | +238.9% | +210.6% | +28.3% | +171.4% |
| 5Y | +386.0% | -57.6% | +443.6% | +306.3% |
| All | +376.8% | -23.4% | +400.2% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling