+221.8%
AFRM vs INDA
+13.0%
+208.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.0% | +0.7% | -7.7% | -7.9% |
| 30D | -7.8% | -0.8% | -7.0% | -6.6% |
| 3M | +5.3% | +3.9% | +1.4% | +0.1% |
| 6M | +42.6% | -0.7% | +43.4% | +45.1% |
| YTD | -2.8% | -7.7% | +4.9% | +9.9% |
| 1Y | -19.3% | -5.1% | -14.2% | -13.0% |
| All | +221.8% | +13.0% | +208.8% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling