+208.4%
APA vs AFRM
-25.4%
+233.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.3% |
| 7D | +5.1% | -10.3% | +15.3% | +6.2% |
| 30D | +0.3% | -13.7% | +14.0% | +1.6% |
| 3M | +15.6% | -11.6% | +27.2% | +16.5% |
| 6M | +28.9% | +2.1% | +26.8% | +26.8% |
| YTD | +96.6% | -8.9% | +105.4% | +94.0% |
| 1Y | +95.5% | -9.7% | +105.2% | +92.4% |
| 3Y | +41.8% | +202.5% | -160.6% | +14.3% |
| 5Y | +85.4% | -55.3% | +140.7% | +56.7% |
| All | +208.4% | -25.4% | +233.8% | +141.5% |
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