-27.7%
AFRM vs TAP
-2.5%
-25.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.7% | -7.4% |
| 7D | -6.9% | +7.7% | -14.6% | -8.5% |
| 30D | -7.0% | +14.4% | -21.4% | -10.0% |
| 3M | -11.2% | +2.0% | -13.3% | -11.7% |
| 6M | +4.3% | +2.5% | +1.8% | +3.2% |
| YTD | -6.4% | -6.4% | 0.0% | -6.4% |
| 1Y | -2.6% | -2.3% | -0.3% | -4.0% |
| 3Y | +210.6% | -20.3% | +230.9% | +222.7% |
| 5Y | -57.6% | +6.9% | -64.5% | -55.6% |
| All | -27.7% | -2.5% | -25.3% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling