-32.4%
AFRM vs APD
+28.6%
-61.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.4% | +3.8% | -8.2% | -7.1% |
| 30D | -7.7% | +8.2% | -15.9% | -12.7% |
| 3M | -16.9% | +4.3% | -21.1% | -19.4% |
| 6M | +2.5% | +4.7% | -2.2% | -1.8% |
| YTD | -12.5% | +31.5% | -44.1% | -31.7% |
| 1Y | -11.0% | +23.5% | -34.6% | -27.3% |
| 3Y | +184.6% | +29.1% | +155.5% | +107.6% |
| 5Y | -56.3% | +15.9% | -72.2% | -69.7% |
| All | -32.4% | +28.6% | -61.1% | -54.3% |
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