-29.4%
AFRM vs FTI
+611.5%
-640.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -7.5% | -4.3% | -3.2% | -6.0% |
| 30D | -15.7% | -8.0% | -7.7% | -13.3% |
| 3M | -9.6% | -8.0% | -1.6% | -7.5% |
| 6M | +6.3% | -8.7% | +15.0% | +7.6% |
| YTD | -8.6% | +43.9% | -52.5% | -25.0% |
| 1Y | -7.6% | +49.8% | -57.4% | -25.9% |
| 3Y | +173.7% | +211.7% | -38.0% | +59.3% |
| 5Y | -56.9% | +781.6% | -838.4% | -82.4% |
| All | -29.4% | +611.5% | -640.9% | -70.1% |
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