+193.9%
APA vs AFRM
-25.2%
+219.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -8.7% | -7.5% | -1.2% | -8.1% |
| 30D | -2.4% | -15.7% | +13.3% | -0.9% |
| 3M | +19.0% | -9.6% | +28.6% | +19.6% |
| 6M | +26.8% | +6.3% | +20.5% | +24.2% |
| YTD | +87.3% | -8.6% | +95.9% | +84.8% |
| 1Y | +92.3% | -7.6% | +99.9% | +88.7% |
| 3Y | +37.3% | +173.7% | -136.4% | +11.8% |
| 5Y | +73.2% | -56.9% | +130.1% | +46.5% |
| All | +193.9% | -25.2% | +219.1% | +130.1% |
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