+67.7%
FERG vs AFRM
+192.6%
-124.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +9.7% | -4.4% | +14.1% | +10.4% |
| 30D | +15.0% | -7.7% | +22.7% | +16.3% |
| 3M | +3.8% | -16.9% | +20.6% | +6.0% |
| 6M | +10.6% | +2.5% | +8.1% | +9.5% |
| YTD | +17.0% | -12.5% | +29.5% | +17.0% |
| 1Y | +7.1% | -11.0% | +18.1% | +6.7% |
| 3Y | +67.7% | +184.6% | -116.8% | +50.6% |
| All | +67.7% | +192.6% | -124.9% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling