-55.8%
AFRM vs IT
-42.3%
-13.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.1% |
| 7D | -5.5% | -3.7% | -1.8% | -2.9% |
| 30D | -15.5% | -3.1% | -12.4% | -15.1% |
| 3M | -10.3% | +6.3% | -16.6% | -17.2% |
| 6M | +0.6% | +24.8% | -24.1% | -25.3% |
| YTD | -11.5% | -24.4% | +12.8% | +2.1% |
| 1Y | -16.6% | -17.1% | +0.5% | -13.7% |
| 3Y | +193.5% | -53.6% | +247.2% | +451.5% |
| 5Y | -55.8% | -42.5% | -13.3% | -45.5% |
| All | -55.8% | -42.3% | -13.5% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling