+10.6%
IBKR vs AFRM
+8.5%
+2.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -0.9% |
| 7D | -6.8% | +3.1% | -9.9% | -7.7% |
| 30D | -12.5% | +1.1% | -13.7% | -13.0% |
| 3M | -12.0% | -3.2% | -8.8% | -11.8% |
| 6M | -4.5% | +12.7% | -17.2% | -9.7% |
| YTD | +21.5% | +1.6% | +19.9% | +15.5% |
| 1Y | +10.6% | +5.9% | +4.8% | +3.5% |
| All | +10.6% | +8.5% | +2.1% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling