+40.7%
IYR vs AFRM
-20.4%
+61.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -1.2% | -7.0% | +5.7% | -0.7% |
| 30D | -2.9% | -7.8% | +4.9% | -2.3% |
| 3M | +0.8% | +5.3% | -4.5% | +0.1% |
| 6M | +1.9% | +42.6% | -40.8% | -1.7% |
| YTD | +9.6% | -2.8% | +12.4% | +8.8% |
| 1Y | +8.1% | -19.3% | +27.4% | +8.4% |
| 3Y | +29.2% | +231.0% | -201.8% | +9.7% |
| 5Y | +4.3% | -22.2% | +26.5% | -12.7% |
| All | +40.7% | -20.4% | +61.1% | +17.2% |
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