+527.5%
APP vs AFRM
-7.4%
+534.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.3% |
| 7D | +4.6% | -4.4% | +9.0% | +6.3% |
| 30D | +56.0% | -7.7% | +63.7% | +59.2% |
| 3M | +30.8% | -16.9% | +47.7% | +37.7% |
| 6M | -9.8% | +2.5% | -12.3% | -12.0% |
| YTD | -39.3% | -12.5% | -26.8% | -37.3% |
| 1Y | -26.4% | -11.0% | -15.4% | -24.9% |
| 3Y | +887.9% | +184.6% | +703.4% | +480.9% |
| 5Y | +264.1% | -56.3% | +320.4% | +166.1% |
| All | +527.5% | -7.4% | +534.9% | +268.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling