-19.3%
IBM vs AFRM
-13.0%
-6.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.1% |
| 7D | -2.2% | -8.4% | +6.2% | -0.6% |
| 30D | +7.7% | -18.3% | +25.9% | +11.5% |
| 3M | +3.5% | -12.7% | +16.2% | +5.6% |
| 6M | +7.2% | +3.0% | +4.2% | +4.2% |
| YTD | -15.8% | -11.4% | -4.4% | -20.6% |
| 1Y | -19.3% | -13.3% | -6.0% | -21.9% |
| All | -19.3% | -13.0% | -6.3% | -21.9% |
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