-56.0%
AFRM vs FTI
+886.2%
-942.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -2.1% |
| 7D | -4.4% | +4.3% | -8.7% | -6.3% |
| 30D | -7.7% | -4.7% | -3.0% | -6.2% |
| 3M | -16.9% | -13.5% | -3.3% | -12.0% |
| 6M | +2.5% | -8.7% | +11.2% | +4.1% |
| YTD | -12.5% | +49.0% | -61.5% | -32.9% |
| 1Y | -11.0% | +54.0% | -65.1% | -33.4% |
| 3Y | +184.6% | +211.6% | -27.0% | +42.0% |
| All | -56.0% | +886.2% | -942.2% | -87.5% |
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 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