-29.2%
APP vs AFRM
-15.8%
-13.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.3% |
| 7D | +10.6% | -5.5% | +16.0% | +13.6% |
| 30D | +44.6% | -15.5% | +60.1% | +55.3% |
| 3M | +29.6% | -10.3% | +39.9% | +32.6% |
| 6M | -19.8% | +0.6% | -20.4% | -23.5% |
| YTD | -41.6% | -11.5% | -30.0% | -47.0% |
| All | -29.2% | -15.8% | -13.4% | -35.0% |
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 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