+194.5%
APA vs AFRM
-25.1%
+219.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +2.9% |
| 7D | -15.5% | -7.3% | -8.2% | -14.9% |
| 30D | +2.4% | -9.6% | +11.9% | +3.2% |
| 3M | +22.8% | -11.1% | +33.9% | +23.6% |
| 6M | +17.9% | +3.9% | +14.1% | +15.8% |
| YTD | +87.7% | -8.5% | +96.2% | +85.2% |
| 1Y | +94.2% | +3.3% | +90.9% | +87.8% |
| 3Y | +27.2% | +213.7% | -186.5% | +1.9% |
| 5Y | +74.1% | -58.5% | +132.7% | +47.8% |
| All | +194.5% | -25.1% | +219.5% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling