-29.4%
AFRM vs FTV
+28.1%
-57.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -3.6% |
| 7D | -7.5% | +0.4% | -7.9% | -7.9% |
| 30D | -15.7% | +17.2% | -32.9% | -31.7% |
| 3M | -9.6% | +8.9% | -18.5% | -19.6% |
| 6M | +6.3% | +11.3% | -5.0% | -10.5% |
| YTD | -8.6% | +21.9% | -30.5% | -34.3% |
| 1Y | -7.6% | +31.6% | -39.2% | -41.2% |
| 3Y | +173.7% | +38.1% | +135.6% | +58.4% |
| 5Y | -56.9% | +15.7% | -72.6% | -72.2% |
| All | -29.4% | +28.1% | -57.5% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling