-16.1%
AFRM vs IAG
+100.7%
-116.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +3.1% | +4.3% | -1.2% | +2.3% |
| 30D | -4.2% | +9.8% | -14.0% | -5.8% |
| 3M | +10.1% | +28.9% | -18.8% | +4.9% |
| 6M | +39.4% | -7.6% | +47.0% | +37.2% |
| YTD | -3.2% | +22.0% | -25.1% | -7.2% |
| 1Y | -16.1% | +99.5% | -115.6% | -20.7% |
| All | -16.1% | +100.7% | -116.8% | -20.7% |
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