-31.6%
AFRM vs FTI
+617.8%
-649.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.4% |
| 7D | -8.4% | -3.3% | -5.1% | -7.2% |
| 30D | -18.3% | -7.2% | -11.1% | -16.3% |
| 3M | -12.7% | -12.9% | +0.2% | -8.7% |
| 6M | +3.0% | -7.9% | +10.9% | +4.0% |
| YTD | -11.4% | +45.2% | -56.6% | -27.5% |
| 1Y | -13.3% | +48.1% | -61.4% | -30.1% |
| 3Y | +194.0% | +205.0% | -11.0% | +72.8% |
| 5Y | -50.6% | +838.8% | -889.4% | -80.0% |
| All | -31.6% | +617.8% | -649.4% | -71.1% |
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