+65.9%
ICE vs AFRM
+203.8%
-137.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | +2.0% | -7.3% | +9.3% | +2.5% |
| 30D | +12.9% | -9.6% | +22.5% | +13.5% |
| 3M | +15.4% | -11.1% | +26.5% | +16.0% |
| 6M | +13.1% | +3.9% | +9.2% | +12.4% |
| YTD | +7.5% | -8.5% | +16.0% | +7.1% |
| 1Y | +18.3% | +3.3% | +15.1% | +17.0% |
| 3Y | +65.9% | +213.7% | -147.8% | +62.6% |
| All | +65.9% | +203.8% | -137.9% | +62.6% |
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