-29.3%
AFRM vs FTI
+606.3%
-635.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -3.4% |
| 7D | -7.3% | -7.6% | +0.3% | -4.5% |
| 30D | -9.6% | -7.1% | -2.4% | -7.4% |
| 3M | -11.1% | -8.7% | -2.4% | -8.8% |
| 6M | +3.9% | -14.0% | +17.8% | +7.8% |
| YTD | -8.5% | +42.8% | -51.3% | -24.7% |
| 1Y | +3.3% | +50.4% | -47.1% | -17.3% |
| 3Y | +213.7% | +194.1% | +19.6% | +86.6% |
| 5Y | -58.5% | +775.2% | -833.7% | -83.0% |
| All | -29.3% | +606.3% | -635.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling