+187.8%
AFRM vs FTI
+205.9%
-18.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -5.5% | +5.4% | -10.9% | -7.5% |
| 30D | -15.5% | -8.2% | -7.3% | -12.9% |
| 3M | -10.3% | -13.7% | +3.4% | -5.5% |
| 6M | +0.6% | -11.2% | +11.8% | +3.4% |
| YTD | -11.5% | +46.0% | -57.5% | -33.2% |
| 1Y | -16.6% | +51.8% | -68.4% | -39.0% |
| All | +187.8% | +205.9% | -18.1% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling