-10.6%
AFRM vs FFIV
+28.8%
-39.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.8% |
| 7D | -7.5% | -2.1% | -5.4% | -6.9% |
| 30D | -15.7% | -33.8% | +18.1% | -4.9% |
| 3M | -9.6% | -20.6% | +11.0% | -6.2% |
| 6M | +6.3% | -10.2% | +16.5% | +2.9% |
| YTD | -8.6% | +24.5% | -33.1% | -27.4% |
| All | -10.6% | +28.8% | -39.4% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling