-10.6%
AFRM vs TAP
-10.2%
-0.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.3% |
| 7D | -7.5% | -7.8% | +0.3% | -8.5% |
| 30D | -15.7% | +7.1% | -22.8% | -14.1% |
| 3M | -9.6% | -7.0% | -2.5% | -10.9% |
| 6M | +6.3% | -3.8% | +10.1% | +6.2% |
| YTD | -8.6% | -11.7% | +3.1% | -13.4% |
| All | -10.6% | -10.2% | -0.4% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling