-35.9%
APP vs AFRM
-15.0%
-20.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.9% | +3.5% |
| 7D | +0.9% | -7.0% | +7.8% | +4.2% |
| 30D | -23.3% | -7.8% | -15.5% | -20.4% |
| 3M | -42.6% | +5.3% | -48.0% | -44.2% |
| 6M | -33.6% | +42.6% | -76.3% | -43.1% |
| YTD | -52.4% | -2.8% | -49.6% | -56.4% |
| 1Y | -35.9% | -19.3% | -16.6% | -40.4% |
| All | -35.9% | -15.0% | -20.9% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling