+45.5%
ITW vs AFRM
-25.2%
+70.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | -8.5% | +6.1% | -1.8% |
| 30D | -9.5% | -11.4% | +1.8% | -8.8% |
| 3M | +6.6% | +8.2% | -1.6% | +5.8% |
| 6M | -1.8% | +36.6% | -38.4% | -4.5% |
| YTD | +9.0% | -8.7% | +17.7% | +8.8% |
| 1Y | +3.6% | -19.9% | +23.5% | +3.9% |
| 3Y | +19.4% | +202.6% | -183.1% | +4.7% |
| 5Y | +36.4% | -45.0% | +81.4% | +16.2% |
| All | +45.5% | -25.2% | +70.7% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling