-29.3%
AFRM vs IAG
+451.8%
-481.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.2% | -9.4% | -3.7% |
| 7D | -7.3% | +21.4% | -28.7% | -11.1% |
| 30D | -9.6% | +4.0% | -13.6% | -10.4% |
| 3M | -11.1% | +17.0% | -28.1% | -14.4% |
| 6M | +3.9% | +1.4% | +2.5% | +2.5% |
| YTD | -8.5% | +13.8% | -22.3% | -13.4% |
| 1Y | +3.3% | +55.8% | -52.6% | -8.3% |
| 3Y | +213.7% | +647.4% | -433.7% | +82.8% |
| 5Y | -58.5% | +519.1% | -577.7% | -78.0% |
| All | -29.3% | +451.8% | -481.1% | -57.2% |
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