+4.3%
AFRM vs APD
+4.3%
0.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.9% | -4.9% | -7.2% |
| 7D | -6.9% | -0.7% | -6.2% | -6.5% |
| 30D | -7.0% | +10.1% | -17.1% | -7.7% |
| 3M | -11.2% | +4.9% | -16.1% | -10.7% |
| 6M | +4.3% | +2.5% | +1.8% | +0.9% |
| All | +4.3% | +4.3% | 0.0% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling