+219.6%
APA vs AFRM
-28.4%
+248.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +8.5% | -4.4% | +12.9% | +9.0% |
| 30D | +2.8% | -7.7% | +10.4% | +3.4% |
| 3M | +21.7% | -16.9% | +38.6% | +23.4% |
| 6M | +32.6% | +2.5% | +30.1% | +30.3% |
| YTD | +103.7% | -12.5% | +116.2% | +101.9% |
| 1Y | +101.8% | -11.0% | +112.8% | +99.0% |
| 3Y | +48.1% | +184.6% | -136.5% | +20.1% |
| 5Y | +91.9% | -56.3% | +148.2% | +62.6% |
| All | +219.6% | -28.4% | +248.0% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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