-82.4%
FRMI vs AFRM
-5.1%
-77.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.4% | +11.9% | +11.6% |
| 7D | +23.3% | +3.1% | +20.3% | +22.0% |
| 30D | -7.6% | -4.2% | -3.4% | -6.8% |
| 3M | +0.2% | +10.1% | -9.9% | -3.6% |
| 6M | -28.7% | +39.4% | -68.1% | -36.0% |
| YTD | -28.6% | -3.2% | -25.5% | -31.6% |
| All | -82.4% | -5.1% | -77.3% | -83.3% |
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