+39.7%
IWM vs AFRM
-25.1%
+64.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | -2.0% | -7.3% | +5.3% | -1.0% |
| 30D | -1.5% | -9.6% | +8.1% | -0.2% |
| 3M | -8.0% | -11.1% | +3.1% | -6.9% |
| 6M | -4.1% | +3.9% | -8.0% | -5.4% |
| YTD | +11.9% | -8.5% | +20.4% | +11.5% |
| 1Y | +15.0% | +3.3% | +11.8% | +12.3% |
| 3Y | +64.2% | +213.7% | -149.5% | +30.1% |
| 5Y | +20.4% | -58.5% | +78.9% | -1.0% |
| All | +39.7% | -25.1% | +64.8% | +10.6% |
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