-21.6%
AFRM vs USFD
+206.6%
-228.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.5% | -3.4% | -3.0% |
| 7D | +3.1% | +7.8% | -4.8% | -4.4% |
| 30D | +1.1% | +16.2% | -15.0% | -12.7% |
| 3M | -3.2% | +11.0% | -14.2% | -13.9% |
| 6M | +12.7% | +20.7% | -8.0% | -9.8% |
| YTD | +1.6% | +46.0% | -44.4% | -38.7% |
| 1Y | +5.9% | +49.8% | -43.9% | -38.0% |
| 3Y | +237.0% | +167.3% | +69.7% | +3.9% |
| 5Y | -55.1% | +197.2% | -252.3% | -87.4% |
| All | -21.6% | +206.6% | -228.1% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling