+60.7%
ADM vs AFRM
-25.4%
+86.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.5% | +2.3% |
| 7D | +0.1% | -10.3% | +10.4% | +0.3% |
| 30D | -11.8% | -13.7% | +1.9% | -11.6% |
| 3M | -11.3% | -11.6% | +0.3% | -11.2% |
| 6M | -10.0% | +2.1% | -12.1% | -10.3% |
| YTD | +25.9% | -8.9% | +34.8% | +25.7% |
| 1Y | +26.7% | -9.7% | +36.4% | +26.4% |
| 3Y | +8.1% | +202.5% | -194.3% | +2.3% |
| 5Y | +23.5% | -55.3% | +78.8% | +14.7% |
| All | +60.7% | -25.4% | +86.1% | +50.1% |
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