+108.5%
FERG vs AFRM
-20.4%
+128.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.6% |
| 7D | 0.0% | -7.0% | +6.9% | +0.7% |
| 30D | -10.2% | -7.8% | -2.4% | -9.5% |
| 3M | -0.6% | +5.3% | -5.9% | -1.3% |
| 6M | -6.5% | +42.6% | -49.2% | -10.2% |
| YTD | +4.2% | -2.8% | +7.0% | +3.5% |
| 1Y | -2.3% | -19.3% | +17.0% | -1.7% |
| 3Y | +48.5% | +231.0% | -182.5% | +25.6% |
| 5Y | +72.0% | -22.2% | +94.3% | +43.4% |
| All | +108.5% | -20.4% | +128.9% | +72.2% |
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 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