+141.4%
FERG vs AFRM
-25.4%
+166.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.7% |
| 7D | +6.4% | -10.3% | +16.7% | +7.6% |
| 30D | +19.9% | -13.7% | +33.6% | +21.6% |
| 3M | +5.6% | -11.6% | +17.1% | +6.6% |
| 6M | +9.2% | +2.1% | +7.1% | +8.4% |
| YTD | +20.6% | -8.9% | +29.5% | +20.3% |
| 1Y | +5.7% | -9.7% | +15.4% | +5.4% |
| 3Y | +73.6% | +202.5% | -128.8% | +48.7% |
| 5Y | +86.2% | -55.3% | +141.5% | +57.8% |
| All | +141.4% | -25.4% | +166.8% | +100.2% |
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