+111.6%
ADP vs AFRM
-23.4%
+134.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.8% | +9.0% | +1.7% |
| 7D | +7.4% | -6.9% | +14.3% | +7.9% |
| 30D | +17.1% | -7.0% | +24.0% | +17.5% |
| 3M | +14.4% | -11.2% | +25.7% | +15.1% |
| 6M | +47.9% | +4.3% | +43.6% | +46.7% |
| YTD | +22.1% | -6.4% | +28.5% | +21.5% |
| 1Y | +21.8% | -2.6% | +24.4% | +20.6% |
| 3Y | +50.5% | +210.6% | -160.1% | +32.2% |
| 5Y | +49.6% | -57.6% | +107.1% | +28.0% |
| All | +111.6% | -23.4% | +134.9% | +79.9% |
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