-55.8%
AFRM vs IRM
+188.8%
-244.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.9% | -4.9% |
| 7D | -5.5% | +8.6% | -14.1% | -13.2% |
| 30D | -15.5% | 0.0% | -15.5% | -15.9% |
| 3M | -10.3% | -7.1% | -3.2% | -5.0% |
| 6M | +0.6% | -7.9% | +8.5% | +6.3% |
| YTD | -11.5% | +41.3% | -52.8% | -45.4% |
| 1Y | -16.6% | +20.7% | -37.3% | -38.3% |
| 3Y | +193.5% | +112.2% | +81.4% | -20.4% |
| 5Y | -55.8% | +191.2% | -247.0% | -91.9% |
| All | -55.8% | +188.8% | -244.7% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling