-58.3%
AFRM vs IT
-43.2%
-15.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | +0.7% |
| 7D | -7.3% | -16.9% | +9.6% | +5.0% |
| 30D | -9.6% | +2.3% | -11.9% | -13.0% |
| 3M | -11.1% | +2.9% | -13.9% | -16.1% |
| 6M | +3.9% | +25.9% | -22.0% | -24.1% |
| YTD | -8.5% | -24.6% | +16.2% | +5.8% |
| 1Y | +3.3% | -16.0% | +19.3% | +5.1% |
| 3Y | +213.7% | -51.6% | +265.3% | +442.5% |
| All | -58.3% | -43.2% | -15.2% | -46.1% |
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