+40.6%
IYR vs AFRM
-20.7%
+61.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.4% | +3.1% | -3.5% | -0.6% |
| 30D | -2.5% | -4.2% | +1.7% | -2.3% |
| 3M | +1.5% | +10.1% | -8.7% | +0.4% |
| 6M | +3.9% | +39.4% | -35.6% | +0.4% |
| YTD | +9.5% | -3.2% | +12.7% | +8.8% |
| 1Y | +7.5% | -16.1% | +23.5% | +7.4% |
| 3Y | +30.8% | +220.8% | -190.0% | +11.3% |
| 5Y | +4.8% | -17.7% | +22.5% | -12.4% |
| All | +40.6% | -20.7% | +61.3% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling