-24.9%
AFRM vs USFR
+20.4%
-45.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.5% |
| 7D | -7.0% | +0.1% | -7.0% | -6.7% |
| 30D | -7.8% | +0.3% | -8.1% | -6.5% |
| 3M | +5.3% | +1.0% | +4.3% | +10.0% |
| 6M | +42.6% | +1.9% | +40.7% | +54.1% |
| YTD | -2.8% | +2.6% | -5.4% | +7.1% |
| 1Y | -19.3% | +4.0% | -23.3% | -7.7% |
| 3Y | +231.0% | +14.1% | +216.9% | +448.8% |
| 5Y | -22.2% | +20.4% | -42.7% | +114.3% |
| All | -24.9% | +20.4% | -45.3% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded USFR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling