+76.1%
FDX vs AFRM
-20.4%
+96.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | -0.3% |
| 7D | -2.5% | -7.0% | +4.4% | -1.9% |
| 30D | +3.8% | -7.8% | +11.6% | +4.5% |
| 3M | -1.3% | +5.3% | -6.6% | -2.1% |
| 6M | +5.0% | +42.6% | -37.6% | +0.8% |
| YTD | +39.6% | -2.8% | +42.4% | +38.6% |
| 1Y | +81.1% | -19.3% | +100.4% | +82.0% |
| 3Y | +63.0% | +231.0% | -167.9% | +36.6% |
| 5Y | +65.6% | -22.2% | +87.9% | +36.1% |
| All | +76.1% | -20.4% | +96.5% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling