-17.7%
AFRM vs INDA
+7.2%
-24.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +2.8% |
| 7D | +3.1% | -1.0% | +4.0% | +5.1% |
| 30D | -4.2% | -2.5% | -1.7% | +0.8% |
| 3M | +10.1% | +4.0% | +6.1% | +2.5% |
| 6M | +39.4% | -1.8% | +41.2% | +45.2% |
| YTD | -3.2% | -9.2% | +6.0% | +17.6% |
| 1Y | -16.1% | -7.2% | -8.9% | -3.3% |
| 3Y | +220.8% | +9.8% | +211.0% | +139.5% |
| 5Y | -17.7% | +7.5% | -25.2% | -29.3% |
| All | -17.7% | +7.2% | -24.8% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling