-24.9%
AFRM vs FTI
+787.8%
-812.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -7.0% | +5.3% | -12.2% | -8.9% |
| 30D | -7.8% | +15.3% | -23.1% | -13.1% |
| 3M | +5.3% | +15.8% | -10.5% | -2.0% |
| 6M | +42.6% | +22.6% | +20.1% | +28.4% |
| YTD | -2.8% | +79.5% | -82.3% | -26.3% |
| 1Y | -19.3% | +102.0% | -121.3% | -42.6% |
| 3Y | +231.0% | +315.8% | -84.9% | +73.8% |
| 5Y | -22.2% | +1,129.5% | -1,151.7% | -71.4% |
| All | -24.9% | +787.8% | -812.7% | -70.6% |
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