-29.3%
AFRM vs FFIV
+62.4%
-91.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.9% |
| 7D | -7.3% | -8.1% | +0.8% | +1.1% |
| 30D | -9.6% | -33.4% | +23.8% | +31.4% |
| 3M | -11.1% | -24.7% | +13.7% | +9.1% |
| 6M | +3.9% | -8.8% | +12.7% | -1.3% |
| YTD | -8.5% | +21.8% | -30.3% | -41.9% |
| 1Y | +3.3% | +25.3% | -22.0% | -37.4% |
| 3Y | +213.7% | +101.2% | +112.6% | -11.7% |
| 5Y | -58.5% | +40.2% | -98.7% | -80.7% |
| All | -29.3% | +62.4% | -91.7% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling