+213.7%
AFRM vs FTI
+191.5%
+22.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -3.5% |
| 7D | -7.3% | -7.6% | +0.3% | -4.4% |
| 30D | -9.6% | -7.1% | -2.4% | -7.3% |
| 3M | -11.1% | -8.7% | -2.4% | -8.8% |
| 6M | +3.9% | -14.0% | +17.8% | +8.0% |
| YTD | -8.5% | +42.8% | -51.3% | -29.7% |
| 1Y | +3.3% | +50.4% | -47.1% | -23.7% |
| 3Y | +213.7% | +194.1% | +19.6% | +52.4% |
| All | +213.7% | +191.5% | +22.3% | +52.4% |
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