+5.8%
APA vs AFRM
+232.3%
-226.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -3.0% |
| 7D | +0.5% | -7.0% | +7.5% | +1.1% |
| 30D | +23.4% | -7.8% | +31.2% | +24.1% |
| 3M | +12.7% | +5.3% | +7.4% | +11.3% |
| 6M | +39.4% | +42.6% | -3.2% | +31.7% |
| YTD | +79.0% | -2.8% | +81.7% | +77.0% |
| 1Y | +88.8% | -19.3% | +108.1% | +90.2% |
| All | +5.8% | +232.3% | -226.5% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling