+46.9%
ICE vs AFRM
-20.4%
+67.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.8% |
| 7D | -0.7% | -7.0% | +6.3% | -0.2% |
| 30D | +7.6% | -7.8% | +15.4% | +8.2% |
| 3M | +13.9% | +5.3% | +8.6% | +13.2% |
| 6M | -2.4% | +42.6% | -45.0% | -5.3% |
| YTD | +0.3% | -2.8% | +3.1% | -0.3% |
| 1Y | -6.4% | -19.3% | +12.9% | -6.1% |
| 3Y | +43.1% | +231.0% | -187.9% | +24.0% |
| 5Y | +42.1% | -22.2% | +64.4% | +22.7% |
| All | +46.9% | -20.4% | +67.3% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling