-31.6%
AFRM vs IFF
-22.5%
-9.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.0% |
| 7D | -8.4% | -9.8% | +1.4% | -1.8% |
| 30D | -18.3% | -1.6% | -16.6% | -18.1% |
| 3M | -12.7% | -1.8% | -10.9% | -12.2% |
| 6M | +3.0% | +3.6% | -0.6% | -1.5% |
| YTD | -11.4% | +25.4% | -36.8% | -30.9% |
| 1Y | -13.3% | +35.4% | -48.8% | -37.2% |
| 3Y | +194.0% | +23.9% | +170.1% | +113.0% |
| 5Y | -50.6% | -37.1% | -13.5% | -35.1% |
| All | -31.6% | -22.5% | -9.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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