+3.3%
AFRM vs IRE
-98.3%
+101.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +39.6% | -41.8% | -4.9% |
| 7D | -7.3% | -27.2% | +19.9% | -6.5% |
| 30D | -9.6% | -75.1% | +65.6% | -2.5% |
| 3M | -11.1% | -77.9% | +66.8% | -4.7% |
| 6M | +3.9% | -94.6% | +98.4% | +18.0% |
| YTD | -8.5% | -91.5% | +83.0% | -6.6% |
| 1Y | +3.3% | -97.8% | +101.1% | +13.7% |
| All | +3.3% | -98.3% | +101.6% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling