-27.7%
AFRM vs FFIV
+62.8%
-90.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.5% | -2.4% | -2.2% |
| 7D | -6.9% | -14.2% | +7.3% | +8.6% |
| 30D | -7.0% | -33.6% | +26.7% | +35.7% |
| 3M | -11.2% | -24.2% | +13.0% | +8.0% |
| 6M | +4.3% | -8.3% | +12.6% | -1.6% |
| YTD | -6.4% | +22.1% | -28.5% | -40.7% |
| 1Y | -2.6% | +26.5% | -29.1% | -41.7% |
| 3Y | +210.6% | +102.3% | +108.2% | -13.3% |
| 5Y | -57.6% | +40.6% | -98.2% | -80.3% |
| All | -27.7% | +62.8% | -90.5% | -71.0% |
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