+38.3%
IWM vs AFRM
-23.4%
+61.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.8% | +3.3% | -3.5% |
| 7D | -4.6% | -6.9% | +2.3% | -3.6% |
| 30D | -3.7% | -7.0% | +3.3% | -2.8% |
| 3M | -9.4% | -11.2% | +1.9% | -8.2% |
| 6M | -3.6% | +4.3% | -7.9% | -5.0% |
| YTD | +10.8% | -6.4% | +17.2% | +10.1% |
| 1Y | +11.9% | -2.6% | +14.5% | +10.1% |
| 3Y | +60.6% | +210.6% | -150.0% | +27.4% |
| 5Y | +19.2% | -57.6% | +76.8% | -2.3% |
| All | +38.3% | -23.4% | +61.7% | +9.2% |
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