+348.6%
APH vs AFRM
-23.4%
+372.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.8% | -1.5% | -8.4% |
| 7D | -12.7% | -6.9% | -5.8% | -12.0% |
| 30D | -19.2% | -7.0% | -12.2% | -18.5% |
| 3M | -16.7% | -11.2% | -5.5% | -15.9% |
| 6M | +5.1% | +4.3% | +0.9% | +4.0% |
| YTD | +6.6% | -6.4% | +13.0% | +6.0% |
| 1Y | +3.9% | -2.6% | +6.5% | +2.6% |
| 3Y | +246.0% | +210.6% | +35.5% | +188.7% |
| 5Y | +268.0% | -57.6% | +325.6% | +210.4% |
| All | +348.6% | -23.4% | +372.0% | +266.0% |
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