+152.3%
ADI vs AFRM
-20.7%
+173.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +2.4% | +3.1% | -0.6% | +2.0% |
| 30D | -6.6% | -4.2% | -2.4% | -6.2% |
| 3M | -9.8% | +10.1% | -19.9% | -11.4% |
| 6M | +15.7% | +39.4% | -23.7% | +9.2% |
| YTD | +35.1% | -3.2% | +38.3% | +33.7% |
| 1Y | +47.7% | -16.1% | +63.8% | +48.1% |
| 3Y | +114.5% | +220.8% | -106.3% | +65.7% |
| 5Y | +141.2% | -17.7% | +158.9% | +88.7% |
| All | +152.3% | -20.7% | +173.0% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling