+48.7%
ADP vs AFRM
-55.1%
+103.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.4% |
| 7D | +3.2% | -8.4% | +11.6% | +3.9% |
| 30D | +12.8% | -18.3% | +31.0% | +14.5% |
| 3M | +12.3% | -12.7% | +25.0% | +13.3% |
| 6M | +45.4% | +3.0% | +42.4% | +44.0% |
| YTD | +21.4% | -11.4% | +32.8% | +21.2% |
| 1Y | +23.7% | -13.3% | +37.0% | +23.5% |
| 3Y | +43.6% | +194.0% | -150.4% | +22.1% |
| 5Y | +48.7% | -50.6% | +99.3% | +29.0% |
| All | +48.7% | -55.1% | +103.8% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling