-20.9%
AFRM vs USFD
+215.8%
-236.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.2% |
| 7D | -7.0% | -3.0% | -3.9% | -4.1% |
| 30D | -7.8% | +3.5% | -11.3% | -12.1% |
| 3M | +5.3% | +26.6% | -21.3% | -21.0% |
| 6M | +42.6% | +11.7% | +30.9% | +21.2% |
| YTD | -2.8% | +38.1% | -40.9% | -41.4% |
| 1Y | -19.3% | +33.4% | -52.7% | -49.5% |
| 3Y | +231.0% | +155.8% | +75.2% | -11.6% |
| All | -20.9% | +215.8% | -236.8% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling