-58.3%
AFRM vs APD
+11.0%
-69.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.5% |
| 3M | -11.1% | +1.6% | -12.7% | -12.1% |
| 6M | +3.9% | +2.2% | +1.7% | +1.1% |
| YTD | -8.5% | +25.9% | -34.4% | -26.7% |
| 1Y | +3.3% | +20.1% | -16.9% | -14.7% |
| 3Y | +213.7% | +12.4% | +201.3% | +156.2% |
| All | -58.3% | +11.0% | -69.3% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling