+194.0%
AFRM vs USFD
+163.9%
+30.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -8.4% | +8.4% | -16.7% | -13.2% |
| 30D | -18.3% | +12.7% | -31.0% | -24.6% |
| 3M | -12.7% | +1.1% | -13.8% | -13.6% |
| 6M | +3.0% | +30.2% | -27.1% | -16.6% |
| YTD | -11.4% | +45.8% | -57.2% | -42.5% |
| 1Y | -13.3% | +51.9% | -65.3% | -46.8% |
| 3Y | +194.0% | +158.5% | +35.6% | -3.2% |
| All | +194.0% | +163.9% | +30.2% | -3.2% |
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