-3.0%
FERG vs AFRM
-17.6%
+14.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +3.4% | +3.1% | +0.3% | +2.8% |
| 30D | -11.5% | -4.2% | -7.3% | -11.0% |
| 3M | +1.3% | +10.1% | -8.8% | -0.7% |
| 6M | -1.0% | +39.4% | -40.4% | -7.2% |
| YTD | +3.2% | -3.2% | +6.4% | +0.7% |
| 1Y | -3.0% | -16.1% | +13.1% | -5.6% |
| All | -3.0% | -17.6% | +14.6% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling