+174.2%
ADI vs AFRM
-25.2%
+199.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +8.6% |
| 7D | -4.4% | -7.5% | +3.1% | -3.3% |
| 30D | -2.8% | -15.7% | +12.9% | -0.5% |
| 3M | +1.5% | -9.6% | +11.1% | +2.6% |
| 6M | -4.7% | +6.3% | -11.0% | -6.3% |
| YTD | +46.8% | -8.6% | +55.4% | +46.2% |
| 1Y | +74.9% | -7.6% | +82.5% | +73.5% |
| 3Y | +147.4% | +173.7% | -26.2% | +96.8% |
| 5Y | +131.9% | -56.9% | +188.8% | +91.0% |
| All | +174.2% | -25.2% | +199.3% | +114.5% |
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