+65.5%
FDX vs AFRM
+203.8%
-138.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.5% |
| 7D | -1.6% | -7.3% | +5.7% | -0.9% |
| 30D | +6.6% | -9.6% | +16.2% | +7.6% |
| 3M | -2.1% | -11.1% | +9.0% | -1.2% |
| 6M | +2.2% | +3.9% | -1.7% | +1.0% |
| YTD | +33.9% | -8.5% | +42.4% | +33.3% |
| 1Y | +50.2% | +3.3% | +47.0% | +47.2% |
| 3Y | +65.5% | +213.7% | -148.2% | +55.3% |
| All | +65.5% | +203.8% | -138.3% | +55.3% |
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