+138.2%
IBM vs AFRM
-58.9%
+197.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.7% |
| 7D | -5.0% | -7.3% | +2.3% | -4.5% |
| 30D | +11.1% | -9.6% | +20.7% | +11.8% |
| 3M | +5.7% | -11.1% | +16.8% | +6.3% |
| 6M | +10.1% | +3.9% | +6.3% | +9.4% |
| YTD | -15.6% | -8.5% | -7.1% | -15.9% |
| 1Y | -19.5% | +3.3% | -22.8% | -20.4% |
| 3Y | +80.4% | +213.7% | -133.3% | +64.5% |
| All | +138.2% | -58.9% | +197.1% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling