-29.3%
AFRM vs IRM
+376.6%
-406.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -3.1% |
| 7D | -7.3% | -8.6% | +1.3% | -0.1% |
| 30D | -9.6% | -8.0% | -1.6% | -3.0% |
| 3M | -11.1% | -12.0% | +0.9% | -1.9% |
| 6M | +3.9% | -18.2% | +22.0% | +21.0% |
| YTD | -8.5% | +31.4% | -39.9% | -34.3% |
| 1Y | +3.3% | +9.2% | -5.9% | -11.4% |
| 3Y | +213.7% | +94.6% | +119.1% | +30.9% |
| 5Y | -58.5% | +170.2% | -228.7% | -85.8% |
| All | -29.3% | +376.6% | -406.0% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling