-24.9%
AFRM vs INDA
+27.6%
-52.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.0% | +0.7% | -7.7% | -8.1% |
| 30D | -7.8% | -0.8% | -7.0% | -6.3% |
| 3M | +5.3% | +3.9% | +1.4% | -1.2% |
| 6M | +42.6% | -0.7% | +43.4% | +45.5% |
| YTD | -2.8% | -7.7% | +4.9% | +13.2% |
| 1Y | -19.3% | -5.1% | -14.2% | -11.4% |
| 3Y | +231.0% | +13.6% | +217.3% | +145.6% |
| 5Y | -22.2% | +7.8% | -30.1% | -31.9% |
| All | -24.9% | +27.6% | -52.5% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling