+4,947.9%
AFL vs IRM
+9,964.6%
-5,016.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -6.2% | -8.1% | +1.9% | -3.8% |
| 3M | +2.2% | -9.7% | +11.8% | +5.0% |
| 6M | +5.3% | +10.0% | -4.7% | +0.9% |
| YTD | +8.0% | +43.0% | -35.0% | -5.6% |
| 1Y | +10.2% | +32.7% | -22.4% | -1.9% |
| 3Y | +67.1% | +102.7% | -35.6% | +25.4% |
| 5Y | +135.6% | +187.6% | -52.0% | +53.5% |
| 10Y | +299.4% | +420.1% | -120.7% | +104.9% |
| All | +4,947.9% | +9,964.6% | -5,016.7% | +1,357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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