-56.0%
AFRM vs FFIV
+35.3%
-91.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +1.8% |
| 7D | -4.4% | -0.5% | -3.9% | -3.9% |
| 30D | -7.7% | -32.4% | +24.7% | +33.7% |
| 3M | -16.9% | -25.7% | +8.8% | +4.7% |
| 6M | +2.5% | -13.5% | +16.0% | +3.0% |
| YTD | -12.5% | +21.1% | -33.6% | -46.9% |
| 1Y | -11.0% | +29.4% | -40.4% | -51.4% |
| 3Y | +184.6% | +94.9% | +89.7% | -31.4% |
| All | -56.0% | +35.3% | -91.3% | -80.6% |
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