+59.4%
ITW vs AFRM
-25.4%
+84.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | 0.0% |
| 7D | -1.6% | -10.3% | +8.6% | -0.9% |
| 30D | +8.9% | -13.7% | +22.6% | +10.0% |
| 3M | -0.9% | -11.6% | +10.7% | -0.2% |
| 6M | +16.0% | +2.1% | +13.9% | +15.2% |
| YTD | +19.4% | -8.9% | +28.3% | +19.0% |
| 1Y | +20.7% | -9.7% | +30.4% | +20.1% |
| 3Y | +33.4% | +202.5% | -169.0% | +17.4% |
| 5Y | +39.1% | -55.3% | +94.4% | +18.3% |
| All | +59.4% | -25.4% | +84.8% | +35.2% |
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