+91.7%
ADM vs AFRM
-20.4%
+112.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.3% |
| 7D | +3.8% | -7.0% | +10.7% | +3.9% |
| 30D | +9.8% | -7.8% | +17.6% | +9.9% |
| 3M | +2.1% | +5.3% | -3.2% | +1.9% |
| 6M | +27.5% | +42.6% | -15.1% | +26.2% |
| YTD | +50.2% | -2.8% | +53.0% | +49.9% |
| 1Y | +40.6% | -19.3% | +59.9% | +40.8% |
| 3Y | +17.2% | +231.0% | -213.7% | +10.4% |
| 5Y | +61.9% | -22.2% | +84.1% | +50.1% |
| All | +91.7% | -20.4% | +112.1% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling