+682.6%
FLEX vs AFRM
-20.4%
+703.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.9% |
| 7D | -0.9% | -7.0% | +6.1% | 0.0% |
| 30D | -10.1% | -7.8% | -2.4% | -9.3% |
| 3M | -31.3% | +5.3% | -36.7% | -32.1% |
| 6M | +71.3% | +42.6% | +28.6% | +61.6% |
| YTD | +81.2% | -2.8% | +84.0% | +79.3% |
| 1Y | +98.5% | -19.3% | +117.8% | +100.2% |
| 3Y | +428.2% | +231.0% | +197.3% | +316.4% |
| 5Y | +657.3% | -22.2% | +679.5% | +502.1% |
| All | +682.6% | -20.4% | +703.0% | +521.3% |
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