-24.9%
AFRM vs APD
+21.7%
-46.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -1.9% |
| 7D | -7.0% | -2.2% | -4.7% | -5.3% |
| 30D | -7.8% | +2.1% | -9.9% | -9.1% |
| 3M | +5.3% | +7.2% | -1.9% | -0.8% |
| 6M | +42.6% | +11.2% | +31.4% | +28.7% |
| YTD | -2.8% | +24.4% | -27.2% | -20.8% |
| 1Y | -19.3% | +6.7% | -26.0% | -26.1% |
| 3Y | +231.0% | +9.2% | +221.7% | +183.7% |
| 5Y | -22.2% | +27.4% | -49.6% | -48.7% |
| All | -24.9% | +21.7% | -46.6% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling