+44.9%
IBKR vs AFRM
-16.1%
+60.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +0.7% |
| 7D | -1.3% | -1.3% | -0.1% | -1.1% |
| 30D | -0.2% | -2.7% | +2.4% | +0.2% |
| 3M | +3.0% | +7.4% | -4.5% | -0.1% |
| 6M | +33.9% | +40.7% | -6.8% | +18.2% |
| YTD | +42.5% | -4.0% | +46.5% | +38.4% |
| 1Y | +44.9% | -12.2% | +57.1% | +40.3% |
| All | +44.9% | -16.1% | +60.9% | +40.3% |
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