+417.6%
APH vs AFRM
-20.4%
+438.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.2% |
| 7D | +5.0% | -7.0% | +11.9% | +5.7% |
| 30D | -3.9% | -7.8% | +3.9% | -3.2% |
| 3M | +13.0% | +5.3% | +7.7% | +11.9% |
| 6M | +25.2% | +42.6% | -17.5% | +19.4% |
| YTD | +22.9% | -2.8% | +25.7% | +22.0% |
| 1Y | +47.8% | -19.3% | +67.1% | +48.9% |
| 3Y | +283.0% | +231.0% | +52.1% | +216.2% |
| 5Y | +349.7% | -22.2% | +371.9% | +270.0% |
| All | +417.6% | -20.4% | +438.0% | +321.2% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling