+528.8%
APP vs AFRM
-3.3%
+532.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +79.2% | -7.5% | +86.7% | +82.7% |
| 30D | +48.0% | -15.7% | +63.7% | +56.0% |
| 3M | +18.2% | -9.6% | +27.8% | +20.7% |
| 6M | -12.5% | +6.3% | -18.8% | -15.7% |
| YTD | -39.2% | -8.6% | -30.6% | -38.2% |
| 1Y | -33.9% | -7.6% | -26.3% | -33.4% |
| 3Y | +933.3% | +173.7% | +759.6% | +512.3% |
| 5Y | +295.9% | -56.9% | +352.8% | +187.0% |
| All | +528.8% | -3.3% | +532.1% | +263.0% |
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