+43.2%
IYR vs AFRM
-25.2%
+68.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.5% |
| 7D | +2.3% | -7.5% | +9.8% | +2.9% |
| 30D | +7.4% | -15.7% | +23.1% | +8.7% |
| 3M | -0.7% | -9.6% | +8.9% | -0.2% |
| 6M | +1.6% | +6.3% | -4.6% | +0.5% |
| YTD | +11.6% | -8.6% | +20.2% | +11.1% |
| 1Y | +10.5% | -7.6% | +18.1% | +9.7% |
| 3Y | +43.4% | +173.7% | -130.3% | +24.1% |
| 5Y | +6.8% | -56.9% | +63.7% | -9.3% |
| All | +43.2% | -25.2% | +68.4% | +19.6% |
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 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