-58.3%
AFRM vs FFIV
+39.5%
-97.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.9% |
| 7D | -7.3% | -8.1% | +0.8% | +1.5% |
| 30D | -9.6% | -33.4% | +23.8% | +33.7% |
| 3M | -11.1% | -24.7% | +13.7% | +9.8% |
| 6M | +3.9% | -8.8% | +12.7% | -2.7% |
| YTD | -8.5% | +21.8% | -30.3% | -44.7% |
| 1Y | +3.3% | +25.3% | -22.0% | -40.7% |
| 3Y | +213.7% | +101.2% | +112.6% | -28.3% |
| All | -58.3% | +39.5% | -97.8% | -82.6% |
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