-24.9%
AFRM vs IAG
+502.4%
-527.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.2% |
| 7D | -7.0% | -0.5% | -6.4% | -6.8% |
| 30D | -7.8% | +28.9% | -36.7% | -12.7% |
| 3M | +5.3% | +19.1% | -13.8% | +1.0% |
| 6M | +42.6% | -10.3% | +52.9% | +43.5% |
| YTD | -2.8% | +24.2% | -27.0% | -9.4% |
| 1Y | -19.3% | +116.5% | -135.8% | -33.6% |
| 3Y | +231.0% | +742.8% | -511.8% | +88.4% |
| 5Y | -22.2% | +753.3% | -775.6% | -59.4% |
| All | -24.9% | +502.4% | -527.3% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling