+40.9%
ICE vs AFRM
-56.8%
+97.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +3.6% | -4.4% | +8.0% | +4.0% |
| 30D | +15.1% | -7.7% | +22.7% | +15.7% |
| 3M | +15.4% | -16.9% | +32.2% | +16.8% |
| 6M | +16.1% | +2.5% | +13.6% | +15.2% |
| YTD | +11.4% | -12.5% | +23.9% | +11.3% |
| 1Y | +18.5% | -11.0% | +29.5% | +18.1% |
| 3Y | +70.5% | +184.6% | -114.0% | +46.4% |
| All | +40.9% | -56.8% | +97.7% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling