+229.9%
AFRM vs IT
-46.5%
+276.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -0.9% |
| 7D | -7.0% | -6.0% | -0.9% | -4.8% |
| 30D | -7.8% | 0.0% | -7.8% | -7.9% |
| 3M | +5.3% | +13.1% | -7.8% | -1.3% |
| 6M | +42.6% | +11.7% | +31.0% | +32.9% |
| YTD | -2.8% | -26.1% | +23.3% | +11.5% |
| 1Y | -19.3% | -21.3% | +1.9% | -11.9% |
| All | +229.9% | -46.5% | +276.5% | +413.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling