+57.0%
ADM vs AFRM
-27.4%
+84.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | -1.8% | -8.4% | +6.5% | -1.7% |
| 30D | -13.3% | -18.3% | +5.0% | -12.9% |
| 3M | -13.4% | -12.7% | -0.7% | -13.2% |
| 6M | -9.6% | +3.0% | -12.6% | -9.9% |
| YTD | +23.0% | -11.4% | +34.4% | +22.9% |
| 1Y | +27.4% | -13.3% | +40.7% | +27.3% |
| 3Y | +5.7% | +194.0% | -188.4% | 0.0% |
| 5Y | +22.1% | -50.6% | +72.7% | +13.4% |
| All | +57.0% | -27.4% | +84.5% | +46.8% |
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