-29.3%
AFRM vs FTV
+24.8%
-54.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -7.3% | +0.2% | -7.5% | -7.4% |
| 30D | -9.6% | +15.7% | -25.2% | -25.3% |
| 3M | -11.1% | +7.5% | -18.6% | -19.6% |
| 6M | +3.9% | +8.5% | -4.6% | -9.3% |
| YTD | -8.5% | +18.8% | -27.3% | -31.9% |
| 1Y | +3.3% | +28.5% | -25.3% | -32.2% |
| 3Y | +213.7% | +34.0% | +179.7% | +89.2% |
| 5Y | -58.5% | +12.6% | -71.1% | -72.3% |
| All | -29.3% | +24.8% | -54.2% | -51.6% |
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