+82.1%
IBM vs AFRM
+172.4%
-90.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.5% | -7.5% | +5.0% | -1.8% |
| 30D | +8.4% | -15.7% | +24.1% | +10.1% |
| 3M | +4.5% | -9.6% | +14.1% | +5.2% |
| 6M | +7.9% | +6.3% | +1.6% | +6.5% |
| YTD | -15.2% | -8.6% | -6.6% | -15.9% |
| 1Y | -17.6% | -7.6% | -10.0% | -18.4% |
| 3Y | +82.1% | +173.7% | -91.6% | +68.9% |
| All | +82.1% | +172.4% | -90.4% | +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