+137.2%
FERG vs AFRM
-25.2%
+162.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.1% | +11.3% | +11.2% |
| 7D | +7.3% | -7.5% | +14.9% | +8.2% |
| 30D | +18.1% | -15.7% | +33.8% | +20.1% |
| 3M | +1.6% | -9.6% | +11.2% | +2.4% |
| 6M | +8.5% | +6.3% | +2.2% | +7.3% |
| YTD | +18.6% | -8.6% | +27.2% | +18.2% |
| 1Y | +5.7% | -7.6% | +13.3% | +5.2% |
| 3Y | +74.0% | +173.7% | -99.6% | +50.2% |
| 5Y | +83.9% | -56.9% | +140.8% | +55.8% |
| All | +137.2% | -25.2% | +162.4% | +96.7% |
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 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