+18.0%
ICE vs AFRM
-10.2%
+28.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.0% | -7.5% | +8.6% | +1.6% |
| 30D | +11.4% | -15.7% | +27.1% | +12.8% |
| 3M | +16.2% | -9.6% | +25.8% | +16.8% |
| 6M | +12.5% | +6.3% | +6.2% | +11.3% |
| YTD | +8.6% | -8.6% | +17.2% | +7.4% |
| All | +18.0% | -10.2% | +28.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling