-9.7%
AFRM vs FTI
+50.1%
-59.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +3.1% |
| 7D | -10.3% | +1.4% | -11.6% | -10.0% |
| 30D | -13.7% | -6.3% | -7.5% | -14.8% |
| 3M | -11.6% | -13.1% | +1.6% | -14.2% |
| 6M | +2.1% | -8.0% | +10.1% | +1.5% |
| YTD | -8.9% | +47.1% | -55.9% | +4.3% |
| 1Y | -9.7% | +50.7% | -60.4% | -1.5% |
| All | -9.7% | +50.1% | -59.8% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling