-9.7%
AFRM vs APD
+24.7%
-34.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.8% |
| 7D | -10.3% | -1.2% | -9.1% | -10.2% |
| 30D | -13.7% | +11.0% | -24.8% | -13.7% |
| 3M | -11.6% | +2.6% | -14.1% | -11.7% |
| 6M | +2.1% | +4.8% | -2.7% | +2.6% |
| YTD | -8.9% | +31.0% | -39.8% | -9.3% |
| 1Y | -9.7% | +23.4% | -33.1% | -8.2% |
| All | -9.7% | +24.7% | -34.4% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling