+390.5%
FN vs AFRM
-20.4%
+411.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.8% | +3.5% |
| 7D | -1.7% | -7.0% | +5.3% | -0.9% |
| 30D | -22.0% | -7.8% | -14.2% | -21.4% |
| 3M | -43.0% | +5.3% | -48.3% | -43.6% |
| 6M | -27.7% | +42.6% | -70.4% | -31.6% |
| YTD | -10.5% | -2.8% | -7.7% | -11.6% |
| 1Y | +12.5% | -19.3% | +31.8% | +13.3% |
| 3Y | +153.8% | +231.0% | -77.2% | +107.1% |
| 5Y | +288.0% | -22.2% | +310.2% | +217.2% |
| All | +390.5% | -20.4% | +411.0% | +297.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling