-29.3%
AFRM vs APD
+23.1%
-52.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.1% |
| 7D | -7.3% | -3.7% | -3.6% | -4.5% |
| 30D | -9.6% | +9.6% | -19.2% | -15.4% |
| 3M | -11.1% | +1.6% | -12.7% | -12.0% |
| 6M | +3.9% | +2.2% | +1.7% | +1.2% |
| YTD | -8.5% | +25.9% | -34.4% | -26.1% |
| 1Y | +3.3% | +20.1% | -16.9% | -14.1% |
| 3Y | +213.7% | +12.4% | +201.3% | +158.5% |
| 5Y | -58.5% | +11.1% | -69.7% | -70.4% |
| All | -29.3% | +23.1% | -52.4% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling