-25.2%
AFRM vs FTI
+769.1%
-794.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.5% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | -4.2% | +12.3% | -16.5% | -8.8% |
| 3M | +10.1% | +13.8% | -3.6% | +3.1% |
| 6M | +39.4% | +24.3% | +15.1% | +24.6% |
| YTD | -3.2% | +75.8% | -78.9% | -26.0% |
| 1Y | -16.1% | +99.6% | -115.7% | -40.0% |
| 3Y | +220.8% | +278.4% | -57.6% | +74.5% |
| 5Y | -17.7% | +1,168.7% | -1,186.4% | -69.5% |
| All | -25.2% | +769.1% | -794.3% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling