+262.1%
APH vs AFRM
+203.8%
+58.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.3% | +4.5% |
| 7D | -5.9% | -7.3% | +1.4% | -4.9% |
| 30D | -14.8% | -9.6% | -5.2% | -13.6% |
| 3M | -12.4% | -11.1% | -1.4% | -11.3% |
| 6M | +8.1% | +3.9% | +4.2% | +6.6% |
| YTD | +10.9% | -8.5% | +19.4% | +10.2% |
| 1Y | +8.8% | +3.3% | +5.5% | +6.0% |
| 3Y | +262.1% | +213.7% | +48.3% | +222.4% |
| All | +262.1% | +203.8% | +58.3% | +222.4% |
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