-24.9%
AFRM vs IT
+10.4%
-35.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | +0.6% |
| 7D | -7.0% | -6.0% | -0.9% | -3.0% |
| 30D | -7.8% | 0.0% | -7.8% | -8.2% |
| 3M | +5.3% | +13.1% | -7.8% | -8.7% |
| 6M | +42.6% | +11.7% | +31.0% | +21.1% |
| YTD | -2.8% | -26.1% | +23.3% | +14.9% |
| 1Y | -19.3% | -21.3% | +1.9% | -12.5% |
| 3Y | +231.0% | -46.7% | +277.7% | +385.2% |
| 5Y | -22.2% | -40.5% | +18.3% | +2.8% |
| All | -24.9% | +10.4% | -35.3% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling