-20.9%
AFRM vs FTI
+1,129.5%
-1,150.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -7.0% | +5.3% | -12.2% | -9.2% |
| 30D | -7.8% | +15.3% | -23.1% | -14.1% |
| 3M | +5.3% | +15.8% | -10.5% | -3.4% |
| 6M | +42.6% | +22.6% | +20.1% | +25.4% |
| YTD | -2.8% | +79.5% | -82.3% | -30.7% |
| 1Y | -19.3% | +102.0% | -121.3% | -46.8% |
| 3Y | +231.0% | +315.8% | -84.9% | +47.2% |
| All | -20.9% | +1,129.5% | -1,150.4% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling