+65.2%
ADM vs AFRM
-28.4%
+93.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.7% |
| 7D | +4.2% | -4.4% | +8.6% | +4.3% |
| 30D | -12.8% | -7.7% | -5.2% | -12.7% |
| 3M | -8.5% | -16.9% | +8.4% | -8.2% |
| 6M | -10.9% | +2.5% | -13.4% | -11.2% |
| YTD | +29.4% | -12.5% | +41.9% | +29.3% |
| 1Y | +27.5% | -11.0% | +38.6% | +27.3% |
| 3Y | +10.3% | +184.6% | -174.2% | +4.5% |
| 5Y | +27.4% | -56.3% | +83.7% | +18.4% |
| All | +65.2% | -28.4% | +93.6% | +54.4% |
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 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