-31.6%
AFRM vs FTV
+29.3%
-60.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -4.3% |
| 7D | -8.4% | +1.4% | -9.7% | -9.9% |
| 30D | -18.3% | +18.3% | -36.6% | -34.6% |
| 3M | -12.7% | +9.8% | -22.5% | -23.3% |
| 6M | +3.0% | +12.3% | -9.3% | -14.3% |
| YTD | -11.4% | +23.1% | -34.5% | -37.2% |
| 1Y | -13.3% | +32.5% | -45.9% | -45.4% |
| 3Y | +194.0% | +38.3% | +155.7% | +70.4% |
| 5Y | -50.6% | +16.8% | -67.5% | -68.6% |
| All | -31.6% | +29.3% | -60.9% | -55.3% |
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