+229.9%
AFRM vs FFIV
+136.9%
+93.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | -7.0% | -1.0% | -6.0% | -6.4% |
| 30D | -7.8% | -5.1% | -2.7% | -4.7% |
| 3M | +5.3% | -4.5% | +9.8% | +7.9% |
| 6M | +42.6% | +36.5% | +6.2% | +4.9% |
| YTD | -2.8% | +53.0% | -55.8% | -36.3% |
| 1Y | -19.3% | +24.2% | -43.5% | -36.6% |
| All | +229.9% | +136.9% | +93.0% | +47.0% |
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 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