+152.4%
APH vs AFRM
-20.4%
+172.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.8% | -45.0% | -47.5% |
| 7D | -48.7% | -6.6% | -42.1% | -48.1% |
| 30D | -51.9% | -7.8% | -44.1% | -51.4% |
| 3M | -43.6% | +5.3% | -48.9% | -43.9% |
| 6M | -37.5% | +42.6% | -80.2% | -40.1% |
| YTD | -38.6% | -2.8% | -35.8% | -38.9% |
| 1Y | -26.3% | -19.3% | -7.0% | -25.5% |
| 3Y | +89.2% | +231.0% | -141.8% | +56.8% |
| 5Y | +119.8% | -22.2% | +142.1% | +81.6% |
| All | +152.4% | -20.4% | +172.8% | +106.3% |
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