-29.3%
AFRM vs USFD
+197.5%
-226.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.1% |
| 7D | -7.3% | +3.0% | -10.2% | -10.0% |
| 30D | -9.6% | +11.1% | -20.6% | -18.3% |
| 3M | -11.1% | -0.3% | -10.8% | -11.6% |
| 6M | +3.9% | +15.9% | -12.0% | -13.3% |
| YTD | -8.5% | +41.6% | -50.1% | -43.0% |
| 1Y | +3.3% | +49.4% | -46.1% | -39.7% |
| 3Y | +213.7% | +157.8% | +55.9% | +0.3% |
| 5Y | -58.5% | +176.6% | -235.2% | -87.9% |
| All | -29.3% | +197.5% | -226.8% | -79.0% |
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