-24.9%
AFRM vs IRM
+418.9%
-443.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.3% | -4.1% |
| 7D | -7.0% | -0.5% | -6.5% | -6.7% |
| 30D | -7.8% | -8.1% | +0.3% | -1.5% |
| 3M | +5.3% | -9.7% | +15.0% | +13.5% |
| 6M | +42.6% | +10.0% | +32.7% | +27.0% |
| YTD | -2.8% | +43.0% | -45.8% | -34.9% |
| 1Y | -19.3% | +32.7% | -52.0% | -42.6% |
| 3Y | +231.0% | +102.7% | +128.2% | +36.7% |
| 5Y | -22.2% | +187.6% | -209.8% | -74.9% |
| All | -24.9% | +418.9% | -443.8% | -78.5% |
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 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