+252.8%
FN vs AFRM
-23.4%
+276.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -7.8% | -6.4% | -13.2% |
| 7D | -16.0% | -6.9% | -9.1% | -15.2% |
| 30D | -40.1% | -7.0% | -33.1% | -39.5% |
| 3M | -43.9% | -11.2% | -32.7% | -43.2% |
| 6M | -55.6% | +4.3% | -59.9% | -56.2% |
| YTD | -35.7% | -6.4% | -29.2% | -36.2% |
| 1Y | -39.8% | -2.6% | -37.2% | -40.7% |
| 3Y | +80.3% | +210.6% | -130.3% | +49.0% |
| 5Y | +143.3% | -57.6% | +200.9% | +105.9% |
| All | +252.8% | -23.4% | +276.1% | +187.0% |
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