-6.5%
AFRM vs IRE
-98.0%
+91.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -33.9% | +26.1% | -5.3% |
| 7D | -6.9% | -57.1% | +50.2% | -2.0% |
| 30D | -7.0% | -84.4% | +77.5% | +4.7% |
| 3M | -11.2% | -85.0% | +73.7% | -1.2% |
| 6M | +4.3% | -95.2% | +99.5% | +20.4% |
| YTD | -6.4% | -93.9% | +87.5% | -1.9% |
| 1Y | -2.6% | -98.8% | +96.2% | +15.3% |
| All | -6.5% | -98.0% | +91.5% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling