-13.3%
AFRM vs IRM
+10.0%
-23.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -8.4% | -5.1% | -3.3% | -6.6% |
| 30D | -18.3% | -3.3% | -15.0% | -17.1% |
| 3M | -12.7% | -8.2% | -4.5% | -10.5% |
| 6M | +3.0% | -12.8% | +15.8% | +6.9% |
| YTD | -11.4% | +36.6% | -48.0% | -19.9% |
| 1Y | -13.3% | +11.9% | -25.2% | -9.2% |
| All | -13.3% | +10.0% | -23.3% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling