+67.1%
FDX vs AFRM
-23.1%
+90.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | -0.3% |
| 7D | -2.5% | -7.0% | +4.4% | -1.8% |
| 30D | +3.8% | -7.8% | +11.6% | +4.6% |
| 3M | -1.3% | +5.3% | -6.6% | -2.2% |
| 6M | +5.0% | +42.6% | -37.6% | +0.3% |
| YTD | +39.6% | -2.8% | +42.4% | +38.4% |
| 1Y | +81.1% | -19.3% | +100.4% | +82.1% |
| 3Y | +63.0% | +231.0% | -167.9% | +32.8% |
| All | +67.1% | -23.1% | +90.2% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling