-25.2%
AFRM vs INDA
+25.5%
-50.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +2.7% |
| 7D | +3.1% | -1.0% | +4.0% | +5.0% |
| 30D | -4.2% | -2.5% | -1.7% | +0.5% |
| 3M | +10.1% | +4.0% | +6.1% | +3.0% |
| 6M | +39.4% | -1.8% | +41.2% | +45.0% |
| YTD | -3.2% | -9.2% | +6.0% | +16.2% |
| 1Y | -16.1% | -7.2% | -8.9% | -4.0% |
| 3Y | +220.8% | +9.8% | +211.0% | +154.7% |
| 5Y | -17.7% | +7.5% | -25.2% | -26.9% |
| All | -25.2% | +25.5% | -50.7% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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