-56.0%
AFRM vs FTV
+17.3%
-73.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.3% |
| 7D | -4.4% | +3.9% | -8.3% | -9.7% |
| 30D | -7.7% | +18.7% | -26.3% | -28.3% |
| 3M | -16.9% | +10.0% | -26.9% | -28.3% |
| 6M | +2.5% | +14.6% | -12.1% | -19.2% |
| YTD | -12.5% | +23.4% | -35.9% | -41.1% |
| 1Y | -11.0% | +31.3% | -42.3% | -46.6% |
| 3Y | +184.6% | +39.8% | +144.8% | +42.3% |
| All | -56.0% | +17.3% | -73.3% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling