-29.4%
AFRM vs USFD
+206.6%
-236.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -3.0% |
| 7D | -7.5% | +3.9% | -11.5% | -11.1% |
| 30D | -15.7% | +12.8% | -28.5% | -25.1% |
| 3M | -9.6% | +1.0% | -10.6% | -11.2% |
| 6M | +6.3% | +30.3% | -24.0% | -20.9% |
| YTD | -8.6% | +46.0% | -54.6% | -44.8% |
| 1Y | -7.6% | +49.6% | -57.2% | -46.0% |
| 3Y | +173.7% | +166.3% | +7.4% | -15.3% |
| 5Y | -56.9% | +208.4% | -265.3% | -88.0% |
| All | -29.4% | +206.6% | -236.0% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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