+90.0%
ADP vs AFRM
-20.4%
+110.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.9% |
| 7D | -3.4% | -7.0% | +3.5% | -3.0% |
| 30D | +2.8% | -7.8% | +10.6% | +3.3% |
| 3M | +20.9% | +5.3% | +15.6% | +20.2% |
| 6M | +29.9% | +42.6% | -12.8% | +26.0% |
| YTD | +9.6% | -2.8% | +12.4% | +9.0% |
| 1Y | -5.3% | -19.3% | +14.0% | -5.0% |
| 3Y | +16.5% | +231.0% | -214.5% | +1.7% |
| 5Y | +49.4% | -22.2% | +71.6% | +28.4% |
| All | +90.0% | -20.4% | +110.4% | +61.4% |
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