+213.7%
AFRM vs FFIV
+102.2%
+111.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -7.3% | -8.1% | +0.8% | -2.1% |
| 30D | -9.6% | -33.4% | +23.8% | +15.0% |
| 3M | -11.1% | -24.7% | +13.7% | +1.5% |
| 6M | +3.9% | -8.8% | +12.7% | -0.5% |
| YTD | -8.5% | +21.8% | -30.3% | -33.7% |
| 1Y | +3.3% | +25.3% | -22.0% | -27.7% |
| 3Y | +213.7% | +101.2% | +112.6% | +46.4% |
| All | +213.7% | +102.2% | +111.5% | +46.4% |
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