+439.2%
IBKR vs AFRM
-20.7%
+459.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.6% | +3.1% | -2.4% | +0.2% |
| 30D | +3.7% | -4.2% | +7.9% | +4.1% |
| 3M | +4.2% | +10.1% | -5.9% | +2.8% |
| 6M | +36.6% | +39.4% | -2.8% | +30.8% |
| YTD | +41.9% | -3.2% | +45.0% | +41.1% |
| 1Y | +49.5% | -16.1% | +65.6% | +50.4% |
| 3Y | +291.3% | +220.8% | +70.5% | +232.1% |
| 5Y | +492.7% | -17.7% | +510.3% | +397.0% |
| All | +439.2% | -20.7% | +459.9% | +342.3% |
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 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