+220.9%
AFRM vs FFIV
+102.8%
+118.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.5% | -2.4% | -4.3% |
| 7D | -6.9% | -14.2% | +7.3% | +2.6% |
| 30D | -7.0% | -33.6% | +26.7% | +18.7% |
| 3M | -11.2% | -24.2% | +13.0% | +0.7% |
| 6M | +4.3% | -8.3% | +12.6% | -0.6% |
| YTD | -6.4% | +22.1% | -28.5% | -32.3% |
| 1Y | -2.6% | +26.5% | -29.1% | -32.4% |
| All | +220.9% | +102.8% | +118.1% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling