-31.7%
AFRM vs TAP
-8.6%
-23.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | -5.5% | -6.3% | +0.8% | -4.0% |
| 30D | -15.5% | +2.7% | -18.2% | -16.1% |
| 3M | -10.3% | -3.7% | -6.6% | -9.5% |
| 6M | +0.6% | -2.0% | +2.7% | +0.6% |
| YTD | -11.5% | -12.3% | +0.8% | -10.1% |
| 1Y | -16.6% | -10.1% | -6.5% | -16.1% |
| 3Y | +193.5% | -25.3% | +218.8% | +209.9% |
| 5Y | -55.8% | -1.9% | -53.9% | -53.3% |
| All | -31.7% | -8.6% | -23.0% | -23.7% |
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