-24.9%
AFRM vs TAP
-6.5%
-18.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | -7.0% | -2.3% | -4.6% | -6.4% |
| 30D | -7.8% | -2.1% | -5.7% | -7.3% |
| 3M | +5.3% | +6.6% | -1.3% | +3.5% |
| 6M | +42.6% | -11.5% | +54.1% | +46.5% |
| YTD | -2.8% | -10.3% | +7.5% | -1.7% |
| 1Y | -19.3% | -14.4% | -4.9% | -17.4% |
| 3Y | +231.0% | -28.3% | +259.3% | +254.5% |
| 5Y | -22.2% | +1.7% | -24.0% | -17.5% |
| All | -24.9% | -6.5% | -18.5% | -16.5% |
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