+500.0%
APP vs AFRM
-3.2%
+503.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.2% | +12.1% | +10.7% |
| 7D | +71.2% | -7.3% | +78.5% | +74.4% |
| 30D | +39.1% | -9.6% | +48.6% | +42.8% |
| 3M | +16.5% | -11.1% | +27.6% | +19.6% |
| 6M | -16.6% | +3.9% | -20.4% | -18.9% |
| YTD | -41.9% | -8.5% | -33.4% | -41.0% |
| 1Y | -37.0% | +3.3% | -40.3% | -39.2% |
| 3Y | +892.4% | +213.7% | +678.7% | +456.8% |
| 5Y | +297.3% | -58.5% | +355.8% | +189.5% |
| All | +500.0% | -3.2% | +503.2% | +246.2% |
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