+103.7%
FERG vs AFRM
-25.0%
+128.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.8% |
| 7D | +0.9% | -8.0% | +8.9% | +1.7% |
| 30D | -15.1% | -9.8% | -5.3% | -14.3% |
| 3M | -4.8% | +4.7% | -9.5% | -5.5% |
| 6M | -2.5% | +34.1% | -36.6% | -5.7% |
| YTD | +1.8% | -8.4% | +10.2% | +1.7% |
| 1Y | -0.3% | -22.9% | +22.6% | +0.8% |
| 3Y | +52.9% | +203.3% | -150.4% | +30.4% |
| 5Y | +69.3% | -26.0% | +95.3% | +42.0% |
| All | +103.7% | -25.0% | +128.8% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling