+113.3%
FERG vs AFRM
-25.1%
+138.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -2.1% | -7.3% | +5.2% | -1.3% |
| 30D | +8.7% | -9.6% | +18.2% | +9.7% |
| 3M | -7.4% | -11.1% | +3.6% | -6.6% |
| 6M | -6.6% | +3.9% | -10.5% | -7.5% |
| YTD | +6.6% | -8.5% | +15.1% | +6.3% |
| 1Y | -3.6% | +3.3% | -6.8% | -5.2% |
| 3Y | +56.4% | +213.7% | -157.3% | +33.4% |
| 5Y | +67.5% | -58.5% | +126.0% | +42.1% |
| All | +113.3% | -25.1% | +138.4% | +76.9% |
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