+184.6%
AFRM vs FTV
+39.2%
+145.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.4% | +3.9% | -8.3% | -8.1% |
| 30D | -7.7% | +18.7% | -26.3% | -22.2% |
| 3M | -16.9% | +10.0% | -26.9% | -24.5% |
| 6M | +2.5% | +14.6% | -12.1% | -12.2% |
| YTD | -12.5% | +23.4% | -35.9% | -32.0% |
| 1Y | -11.0% | +31.3% | -42.3% | -36.5% |
| 3Y | +184.6% | +39.8% | +144.8% | +127.0% |
| All | +184.6% | +39.2% | +145.4% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling