-24.9%
AFRM vs FTV
+8.7%
-33.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -1.3% |
| 7D | -7.0% | -4.5% | -2.5% | -1.0% |
| 30D | -7.8% | -7.1% | -0.7% | +1.6% |
| 3M | +5.3% | -7.2% | +12.5% | +14.0% |
| 6M | +42.6% | -1.5% | +44.1% | +41.3% |
| YTD | -2.8% | +3.5% | -6.3% | -12.7% |
| 1Y | -19.3% | +20.3% | -39.7% | -43.9% |
| 3Y | +231.0% | -3.1% | +234.1% | +231.7% |
| 5Y | -22.2% | +2.3% | -24.6% | -37.5% |
| All | -24.9% | +8.7% | -33.7% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling