+157.4%
IBM vs AFRM
-28.4%
+185.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +1.6% | -4.4% | +6.0% | +1.8% |
| 30D | +9.2% | -7.7% | +16.9% | +9.6% |
| 3M | +4.9% | -16.9% | +21.8% | +5.8% |
| 6M | +16.8% | +2.5% | +14.3% | +16.3% |
| YTD | -14.3% | -12.5% | -1.8% | -14.3% |
| 1Y | -16.7% | -11.0% | -5.7% | -16.9% |
| 3Y | +82.2% | +184.6% | -102.3% | +71.6% |
| 5Y | +149.9% | -56.3% | +206.2% | +126.0% |
| All | +157.4% | -28.4% | +185.7% | +134.2% |
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 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