-29.4%
AFRM vs FFIV
+66.0%
-95.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -2.4% |
| 7D | -7.5% | -2.1% | -5.4% | -5.5% |
| 30D | -15.7% | -33.8% | +18.1% | +23.5% |
| 3M | -9.6% | -20.6% | +11.0% | +4.4% |
| 6M | +6.3% | -10.2% | +16.5% | +3.6% |
| YTD | -8.6% | +24.5% | -33.1% | -43.3% |
| 1Y | -7.6% | +29.3% | -36.9% | -45.9% |
| 3Y | +173.7% | +103.8% | +69.9% | -23.7% |
| 5Y | -56.9% | +40.9% | -97.8% | -80.2% |
| All | -29.4% | +66.0% | -95.4% | -72.3% |
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