-95.3%
FRMI vs AFRM
-13.2%
-82.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.1% | -4.2% | -6.1% |
| 7D | -24.3% | -8.4% | -16.0% | -21.7% |
| 30D | -55.1% | -18.3% | -36.8% | -51.5% |
| 3M | -73.8% | -12.7% | -61.1% | -72.5% |
| 6M | -70.6% | +3.0% | -73.6% | -70.6% |
| YTD | -80.8% | -11.4% | -69.4% | -80.8% |
| 1Y | -93.9% | -13.3% | -80.6% | -94.1% |
| All | -95.3% | -13.2% | -82.1% | -95.3% |
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 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