+86.9%
FOXA vs AFRM
-22.6%
+109.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -1.7% |
| 7D | -5.4% | -8.0% | +2.6% | -4.8% |
| 30D | +1.1% | -9.8% | +10.9% | +1.9% |
| 3M | -6.1% | +4.7% | -10.8% | -6.8% |
| 6M | +8.2% | +34.1% | -25.9% | +4.9% |
| YTD | -11.8% | -8.4% | -3.4% | -12.0% |
| 1Y | +9.9% | -22.9% | +32.8% | +10.7% |
| 3Y | +110.7% | +203.3% | -92.6% | +80.6% |
| 5Y | +86.9% | -26.0% | +112.9% | +59.3% |
| All | +86.9% | -22.6% | +109.5% | +59.3% |
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 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