-11.0%
AFRM vs USFD
+49.2%
-60.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -4.4% | +1.7% | -6.1% | -4.4% |
| 30D | -7.7% | +10.2% | -17.8% | -7.3% |
| 3M | -16.9% | -1.5% | -15.4% | -17.7% |
| 6M | +2.5% | +27.3% | -24.9% | +6.5% |
| YTD | -12.5% | +44.0% | -56.5% | -15.5% |
| 1Y | -11.0% | +50.4% | -61.4% | -16.5% |
| All | -11.0% | +49.2% | -60.2% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling