-29.4%
AFRM vs INDA
+31.5%
-60.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -2.0% |
| 7D | -7.5% | +6.1% | -13.7% | -17.1% |
| 30D | -15.7% | +11.7% | -27.4% | -31.2% |
| 3M | -9.6% | +2.1% | -11.7% | -13.0% |
| 6M | +6.3% | +3.2% | +3.1% | +0.6% |
| YTD | -8.6% | -4.9% | -3.7% | +0.6% |
| 1Y | -7.6% | -4.4% | -3.2% | +0.2% |
| 3Y | +173.7% | +17.6% | +156.1% | +88.8% |
| 5Y | -56.9% | +9.9% | -66.7% | -63.9% |
| All | -29.4% | +31.5% | -60.9% | -51.7% |
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