-29.6%
AFRM vs FFIV
+67.1%
-96.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.0% |
| 7D | -10.3% | -2.9% | -7.3% | -7.3% |
| 30D | -13.7% | -32.4% | +18.7% | +23.6% |
| 3M | -11.6% | -22.7% | +11.1% | +5.7% |
| 6M | +2.1% | -10.7% | +12.8% | +0.2% |
| YTD | -8.9% | +25.4% | -34.2% | -43.8% |
| 1Y | -9.7% | +34.2% | -43.9% | -49.5% |
| 3Y | +202.5% | +101.2% | +101.3% | -13.3% |
| 5Y | -55.3% | +42.0% | -97.3% | -79.6% |
| All | -29.6% | +67.1% | -96.7% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling