+220.9%
AFRM vs USFD
+159.7%
+61.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.8% | -5.0% | -6.0% |
| 7D | -6.9% | +3.9% | -10.8% | -9.3% |
| 30D | -7.0% | +10.7% | -17.7% | -13.0% |
| 3M | -11.2% | +6.3% | -17.6% | -15.4% |
| 6M | +4.3% | +16.2% | -12.0% | -7.9% |
| YTD | -6.4% | +41.9% | -48.3% | -37.5% |
| 1Y | -2.6% | +44.2% | -46.8% | -36.3% |
| All | +220.9% | +159.7% | +61.2% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling