-11.5%
AFRM vs IRE
-97.7%
+86.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -15.8% | +12.8% | -1.9% |
| 7D | -8.4% | -41.9% | +33.5% | -5.8% |
| 30D | -18.3% | -75.1% | +56.8% | -11.5% |
| 3M | -12.7% | -82.4% | +69.7% | -4.4% |
| 6M | +3.0% | -95.5% | +98.6% | +19.8% |
| YTD | -11.4% | -93.1% | +81.7% | -8.6% |
| 1Y | -13.3% | -97.8% | +84.5% | -3.3% |
| All | -11.5% | -97.7% | +86.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling