-29.4%
AFRM vs IRM
+396.0%
-425.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -3.6% |
| 7D | -7.5% | -3.8% | -3.8% | -4.8% |
| 30D | -15.7% | -3.2% | -12.5% | -13.5% |
| 3M | -9.6% | -7.8% | -1.8% | -4.3% |
| 6M | +6.3% | -12.7% | +19.0% | +17.2% |
| YTD | -8.6% | +36.7% | -45.3% | -36.7% |
| 1Y | -7.6% | +10.0% | -17.6% | -21.2% |
| 3Y | +173.7% | +107.2% | +66.4% | +7.6% |
| 5Y | -56.9% | +181.6% | -238.4% | -85.8% |
| All | -29.4% | +396.0% | -425.4% | -79.1% |
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