-29.3%
AFRM vs TAP
-6.8%
-22.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.2% |
| 7D | -7.3% | +0.5% | -7.8% | -7.4% |
| 30D | -9.6% | +9.1% | -18.7% | -11.5% |
| 3M | -11.1% | -3.8% | -7.3% | -10.3% |
| 6M | +3.9% | -3.4% | +7.3% | +4.3% |
| YTD | -8.5% | -10.6% | +2.1% | -7.4% |
| 1Y | +3.3% | -4.4% | +7.7% | +2.1% |
| 3Y | +213.7% | -24.4% | +238.1% | +230.1% |
| 5Y | -58.5% | +2.1% | -60.6% | -56.1% |
| All | -29.3% | -6.8% | -22.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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