-8.5%
FPS vs AFRM
+48.4%
-57.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.6% |
| 7D | +3.1% | -7.0% | +10.1% | +6.4% |
| 30D | -18.6% | -7.8% | -10.8% | -15.9% |
| 3M | -51.5% | +5.3% | -56.8% | -53.8% |
| 6M | -8.5% | +42.6% | -51.2% | -27.9% |
| All | -8.5% | +48.4% | -57.0% | -27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling