+73.9%
IBM vs AFRM
+232.3%
-158.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.3% |
| 7D | -0.3% | -7.0% | +6.7% | +0.3% |
| 30D | +0.3% | -7.8% | +8.1% | +1.0% |
| 3M | -21.6% | +5.3% | -26.9% | -22.3% |
| 6M | -4.7% | +42.6% | -47.3% | -8.4% |
| YTD | -19.1% | -2.8% | -16.3% | -20.0% |
| 1Y | -2.5% | -19.3% | +16.8% | -2.6% |
| All | +73.9% | +232.3% | -158.4% | +51.0% |
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