+109.0%
ADP vs AFRM
-25.1%
+134.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | +3.2% | -7.3% | +10.5% | +3.7% |
| 30D | +14.9% | -9.6% | +24.5% | +15.5% |
| 3M | +11.6% | -11.1% | +22.7% | +12.3% |
| 6M | +48.5% | +3.9% | +44.6% | +47.3% |
| YTD | +20.6% | -8.5% | +29.1% | +20.2% |
| 1Y | +23.7% | +3.3% | +20.4% | +22.0% |
| 3Y | +47.8% | +213.7% | -165.9% | +29.7% |
| 5Y | +47.7% | -58.5% | +106.2% | +26.7% |
| All | +109.0% | -25.1% | +134.0% | +77.9% |
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