+50.7%
IWM vs AFRM
-20.4%
+71.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | +0.1% | -7.0% | +7.0% | +1.0% |
| 30D | -1.3% | -7.8% | +6.5% | -0.3% |
| 3M | +1.6% | +5.3% | -3.7% | +0.5% |
| 6M | +13.6% | +42.6% | -29.1% | +7.2% |
| YTD | +20.8% | -2.8% | +23.5% | +19.6% |
| 1Y | +26.4% | -19.3% | +45.7% | +27.5% |
| 3Y | +60.7% | +231.0% | -170.3% | +25.9% |
| 5Y | +38.2% | -22.2% | +60.4% | +9.0% |
| All | +50.7% | -20.4% | +71.1% | +18.6% |
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 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