-18.7%
IBM vs AFRM
-11.9%
-6.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.0% |
| 7D | -1.7% | -10.3% | +8.5% | +0.2% |
| 30D | +10.1% | -13.7% | +23.8% | +12.9% |
| 3M | +4.8% | -11.6% | +16.4% | +6.7% |
| 6M | +12.6% | +2.1% | +10.5% | +9.8% |
| YTD | -13.9% | -8.9% | -5.0% | -19.3% |
| 1Y | -18.7% | -9.7% | -9.0% | -22.2% |
| All | -18.7% | -11.9% | -6.8% | -22.2% |
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 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