+74.1%
FDX vs AFRM
+192.6%
-118.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +5.2% | -4.4% | +9.6% | +5.7% |
| 30D | +11.3% | -7.7% | +18.9% | +12.2% |
| 3M | -4.1% | -16.9% | +12.8% | -2.5% |
| 6M | +9.6% | +2.5% | +7.2% | +8.6% |
| YTD | +40.9% | -12.5% | +53.4% | +40.9% |
| 1Y | +53.0% | -11.0% | +64.0% | +52.5% |
| 3Y | +74.1% | +184.6% | -110.5% | +52.8% |
| All | +74.1% | +192.6% | -118.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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