-19.3%
AFRM vs IAG
+119.5%
-138.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.2% |
| 7D | -7.0% | -0.5% | -6.4% | -6.9% |
| 30D | -7.8% | +28.9% | -36.7% | -11.8% |
| 3M | +5.3% | +19.1% | -13.8% | +1.5% |
| 6M | +42.6% | -10.3% | +52.9% | +40.4% |
| YTD | -2.8% | +24.2% | -27.0% | -6.9% |
| 1Y | -19.3% | +116.5% | -135.8% | -20.4% |
| All | -19.3% | +119.5% | -138.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling