+38.2%
ITW vs AFRM
-55.1%
+93.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.7% |
| 7D | +0.5% | -8.4% | +8.9% | +1.2% |
| 30D | +9.1% | -18.3% | +27.3% | +10.8% |
| 3M | -1.6% | -12.7% | +11.1% | -0.7% |
| 6M | +14.5% | +3.0% | +11.5% | +13.5% |
| YTD | +19.2% | -11.4% | +30.6% | +18.9% |
| 1Y | +20.9% | -13.3% | +34.3% | +20.7% |
| 3Y | +33.1% | +194.0% | -160.9% | +13.2% |
| 5Y | +38.2% | -50.6% | +88.8% | +13.5% |
| All | +38.2% | -55.1% | +93.3% | +13.5% |
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