+81.9%
IBM vs AFRM
+210.7%
-128.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.8% | +5.0% | -2.1% |
| 7D | -4.3% | -6.9% | +2.6% | -3.7% |
| 30D | +11.7% | -7.0% | +18.6% | +12.3% |
| 3M | +5.5% | -11.2% | +16.7% | +6.4% |
| 6M | +9.5% | +4.3% | +5.2% | +8.3% |
| YTD | -14.9% | -6.4% | -8.5% | -15.8% |
| 1Y | -17.4% | -2.6% | -14.8% | -18.6% |
| All | +81.9% | +210.7% | -128.8% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling