-29.3%
AFRM vs IT
+0.5%
-29.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -4.3% |
| 7D | -8.0% | -9.1% | +1.1% | -2.2% |
| 30D | -9.8% | -12.2% | +2.4% | -2.0% |
| 3M | +4.7% | +7.8% | -3.1% | -6.9% |
| 6M | +34.1% | +2.0% | +32.1% | +20.7% |
| YTD | -8.4% | -32.7% | +24.3% | +15.1% |
| 1Y | -22.9% | -31.1% | +8.2% | -7.3% |
| 3Y | +203.3% | -52.1% | +255.4% | +380.3% |
| 5Y | -26.0% | -46.3% | +20.3% | +4.1% |
| All | -29.3% | +0.5% | -29.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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