+97.7%
IAU vs AFRM
+192.6%
-94.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -4.6% | -4.4% | -0.2% | -4.5% |
| 30D | -5.4% | -7.7% | +2.2% | -5.2% |
| 3M | -10.9% | -16.9% | +6.0% | -10.5% |
| 6M | -17.4% | +2.5% | -19.8% | -17.3% |
| YTD | -10.2% | -12.5% | +2.3% | -10.2% |
| 1Y | -7.1% | -11.0% | +4.0% | -7.1% |
| 3Y | +97.7% | +184.6% | -86.9% | +83.3% |
| All | +97.7% | +192.6% | -94.9% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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