-56.9%
AFRM vs FFIV
+42.4%
-99.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -2.5% |
| 7D | -7.5% | -2.1% | -5.4% | -5.4% |
| 30D | -15.7% | -33.8% | +18.1% | +25.8% |
| 3M | -9.6% | -20.6% | +11.0% | +4.7% |
| 6M | +6.3% | -10.2% | +16.5% | +2.4% |
| YTD | -8.6% | +24.5% | -33.1% | -46.1% |
| 1Y | -7.6% | +29.3% | -36.9% | -48.9% |
| 3Y | +173.7% | +103.8% | +69.9% | -38.1% |
| 5Y | -56.9% | +40.9% | -97.8% | -82.1% |
| All | -56.9% | +42.4% | -99.3% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling