-29.6%
AFRM vs IRM
+403.1%
-432.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +1.6% |
| 7D | -10.3% | -5.3% | -5.0% | -6.3% |
| 30D | -13.7% | -2.3% | -11.4% | -12.1% |
| 3M | -11.6% | -7.4% | -4.1% | -6.7% |
| 6M | +2.1% | -12.2% | +14.3% | +12.1% |
| YTD | -8.9% | +38.6% | -47.5% | -37.7% |
| 1Y | -9.7% | +14.9% | -24.6% | -26.1% |
| 3Y | +202.5% | +108.2% | +94.3% | +18.9% |
| 5Y | -55.3% | +183.8% | -239.2% | -85.4% |
| All | -29.6% | +403.1% | -432.7% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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